WorldWideScience

Sample records for hamiltonian differential equations

  1. Hamiltonian partial differential equations and applications

    CERN Document Server

    Nicholls, David; Sulem, Catherine

    2015-01-01

    This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.

  2. Energy preserving integration of bi-Hamiltonian partial differential equations

    NARCIS (Netherlands)

    Karasozen, B.; Simsek, G.

    2013-01-01

    The energy preserving average vector field (AVF) integrator is applied to evolutionary partial differential equations (PDEs) in bi-Hamiltonian form with nonconstant Poisson structures. Numerical results for the Korteweg de Vries (KdV) equation and for the Ito type coupled KdV equation confirm the

  3. New Hamiltonian structure of the fractional C-KdV soliton equation hierarchy

    International Nuclear Information System (INIS)

    Yu Fajun; Zhang Hongqing

    2008-01-01

    A generalized Hamiltonian structure of the fractional soliton equation hierarchy is presented by using of differential forms and exterior derivatives of fractional orders. Example of the fractional Hamiltonian system of the C-KdV soliton equation hierarchy is constructed, which is a new Hamiltonian structure

  4. The geometric approach to sets of ordinary differential equations and Hamiltonian dynamics

    Science.gov (United States)

    Estabrook, F. B.; Wahlquist, H. D.

    1975-01-01

    The calculus of differential forms is used to discuss the local integration theory of a general set of autonomous first order ordinary differential equations. Geometrically, such a set is a vector field V in the space of dependent variables. Integration consists of seeking associated geometric structures invariant along V: scalar fields, forms, vectors, and integrals over subspaces. It is shown that to any field V can be associated a Hamiltonian structure of forms if, when dealing with an odd number of dependent variables, an arbitrary equation of constraint is also added. Families of integral invariants are an immediate consequence. Poisson brackets are isomorphic to Lie products of associated CT-generating vector fields. Hamilton's variational principle follows from the fact that the maximal regular integral manifolds of a closed set of forms must include the characteristics of the set.

  5. Exact solutions to operator differential equations

    International Nuclear Information System (INIS)

    Bender, C.M.

    1992-01-01

    In this talk we consider the Heisenberg equations of motion q = -i(q, H), p = -i(p, H), for the quantum-mechanical Hamiltonian H(p, q) having one degree of freedom. It is a commonly held belief that such operator differential equations are intractable. However, a technique is presented here that allows one to obtain exact, closed-form solutions for huge classes of Hamiltonians. This technique, which is a generalization of the classical action-angle variable methods, allows us to solve, albeit formally and implicitly, the operator differential equations of two anharmonic oscillators whose Hamiltonians are H = p 2 /2 + q 4 /4 and H = p 4 /4 + q 4 /4

  6. Conventional hamiltonian for first-order differential systems

    International Nuclear Information System (INIS)

    Farias, J.R.

    1984-01-01

    Lagrangian systems corresponding to a given set of 2n first-order ordinary differential equations are singular ones. In despite this, it is shown that these systems can be put into a Hamiltonian form in the usual manner. (Author) [pt

  7. Hamiltonian structure of the Lotka-Volterra equations

    Science.gov (United States)

    Nutku, Y.

    1990-03-01

    The Lotka-Volterra equations governing predator-prey relations are shown to admit Hamiltonian structure with respect to a generalized Poisson bracket. These equations provide an example of a system for which the naive criterion for the existence of Hamiltonian structure fails. We show further that there is a three-component generalization of the Lotka-Volterra equations which is a bi-Hamiltonian system.

  8. On Critical Behaviour in Systems of Hamiltonian Partial Differential Equations.

    Science.gov (United States)

    Dubrovin, Boris; Grava, Tamara; Klein, Christian; Moro, Antonio

    2015-01-01

    We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient catastrophe of the dispersionless system, the solutions to a suitable initial value problem for the perturbed equations are approximately described by particular solutions to the Painlevé-I (P[Formula: see text]) equation or its fourth-order analogue P[Formula: see text]. As concrete examples, we discuss nonlinear Schrödinger equations in the semiclassical limit. A numerical study of these cases provides strong evidence in support of the conjecture.

  9. Hamiltonian structures of some non-linear evolution equations

    International Nuclear Information System (INIS)

    Tu, G.Z.

    1983-06-01

    The Hamiltonian structure of the O(2,1) non-linear sigma model, generalized AKNS equations, are discussed. By reducing the O(2,1) non-linear sigma model to its Hamiltonian form some new conservation laws are derived. A new hierarchy of non-linear evolution equations is proposed and shown to be generalized Hamiltonian equations with an infinite number of conservation laws. (author)

  10. Hamiltonian models for the Madelung fluid and generalized Langevin equations

    International Nuclear Information System (INIS)

    Nonnenmacher, T.F.

    1985-01-01

    We present a Hamiltonian formulation of some type of an 'electromagnetic' Madelung fluid leading to a fluid mechanics interpretation of the Aharonov-Bohm effect and to a subsidary condition to be required in order to make the correspondence between Schroedinger's quantum mechanics and Madelung's fluid mechanics unique. Then we discuss some problems related with the Brownian oscillator. Our aim is to start out with a Hamiltonian for the composite system with surrounding heat bath) and to finally arrive at a stochastic differential equation with completely determined statistical properties. (orig./HSI)

  11. Nonlinear H-infinity control, Hamiltonian systems and Hamilton-Jacobi equations

    CERN Document Server

    Aliyu, MDS

    2011-01-01

    A comprehensive overview of nonlinear Haeu control theory for both continuous-time and discrete-time systems, Nonlinear Haeu-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear Haeu-control, nonlinear Haeu -filtering, mixed H2/ Haeu-nonlinear control and filtering, nonlinear Haeu-almost-disturbance-decoupling, and algorithms for solving the ubiquitous Hamilton-Jacobi-Isaacs equations. The link between the subject and analytical mechanics as well as the theory of partial differential equations is also elegantly summarized in a single chapter

  12. Bargmann Symmetry Constraint for a Family of Liouville Integrable Differential-Difference Equations

    International Nuclear Information System (INIS)

    Xu Xixiang

    2012-01-01

    A family of integrable differential-difference equations is derived from a new matrix spectral problem. The Hamiltonian forms of obtained differential-difference equations are constructed. The Liouville integrability for the obtained integrable family is proved. Then, Bargmann symmetry constraint of the obtained integrable family is presented by binary nonliearization method of Lax pairs and adjoint Lax pairs. Under this Bargmann symmetry constraints, an integrable symplectic map and a sequences of completely integrable finite-dimensional Hamiltonian systems in Liouville sense are worked out, and every integrable differential-difference equations in the obtained family is factored by the integrable symplectic map and a completely integrable finite-dimensional Hamiltonian system. (general)

  13. Construction of alternative Hamiltonian structures for field equations

    Energy Technology Data Exchange (ETDEWEB)

    Herrera, Mauricio [Departamento de Fisica, Facultad de Ciencias Fisicas y Matematicas, Universidad de Chile, Santiago (Chile); Hojman, Sergio A. [Departamento de Fisica, Facultad de Ciencias, Universidad de Chile, Santiago (Chile); Facultad de Educacion, Universidad Nacional Andres Bello, Santiago (Chile); Centro de Recursos Educativos Avanzados, CREA, Santiago (Chile)

    2001-08-10

    We use symmetry vectors of nonlinear field equations to build alternative Hamiltonian structures. We construct such structures even for equations which are usually believed to be non-Hamiltonian such as heat, Burger and potential Burger equations. We improve on a previous version of the approach using recursion operators to increase the rank of the Poisson bracket matrices. Cole-Hopf and Miura-type transformations allow the mapping of these structures from one equation to another. (author)

  14. Inverse problems in ordinary differential equations and applications

    CERN Document Server

    Llibre, Jaume

    2016-01-01

    This book is dedicated to study the inverse problem of ordinary differential equations, that is it focuses in finding all ordinary differential equations that satisfy a given set of properties. The Nambu bracket is the central tool in developing this approach. The authors start characterizing the ordinary differential equations in R^N which have a given set of partial integrals or first integrals. The results obtained are applied first to planar polynomial differential systems with a given set of such integrals, second to solve the 16th Hilbert problem restricted to generic algebraic limit cycles, third for solving the inverse problem for constrained Lagrangian and Hamiltonian mechanical systems, fourth for studying the integrability of a constrained rigid body. Finally the authors conclude with an analysis on nonholonomic mechanics, a generalization of the Hamiltonian principle, and the statement an solution of the inverse problem in vakonomic mechanics.

  15. A hierarchy of Liouville integrable discrete Hamiltonian equations

    Energy Technology Data Exchange (ETDEWEB)

    Xu Xixiang [College of Science, Shandong University of Science and Technology, Qingdao 266510 (China)], E-mail: xixiang_xu@yahoo.com.cn

    2008-05-12

    Based on a discrete four-by-four matrix spectral problem, a hierarchy of Lax integrable lattice equations with two potentials is derived. Two Hamiltonian forms are constructed for each lattice equation in the resulting hierarchy by means of the discrete variational identity. A strong symmetry operator of the resulting hierarchy is given. Finally, it is shown that the resulting lattice equations are all Liouville integrable discrete Hamiltonian systems.

  16. Hamiltonian formalism of two-dimensional Vlasov kinetic equation.

    Science.gov (United States)

    Pavlov, Maxim V

    2014-12-08

    In this paper, the two-dimensional Benney system describing long wave propagation of a finite depth fluid motion and the multi-dimensional Russo-Smereka kinetic equation describing a bubbly flow are considered. The Hamiltonian approach established by J. Gibbons for the one-dimensional Vlasov kinetic equation is extended to a multi-dimensional case. A local Hamiltonian structure associated with the hydrodynamic lattice of moments derived by D. J. Benney is constructed. A relationship between this hydrodynamic lattice of moments and the two-dimensional Vlasov kinetic equation is found. In the two-dimensional case, a Hamiltonian hydrodynamic lattice for the Russo-Smereka kinetic model is constructed. Simple hydrodynamic reductions are presented.

  17. Multivector field formulation of Hamiltonian field theories: equations and symmetries

    Energy Technology Data Exchange (ETDEWEB)

    Echeverria-Enriquez, A.; Munoz-Lecanda, M.C.; Roman-Roy, N. [Departamento de Matematica Aplicada y Telematica, Edificio C-3, Campus Norte UPC, Barcelona (Spain)

    1999-12-03

    We state the intrinsic form of the Hamiltonian equations of first-order classical field theories in three equivalent geometrical ways: using multivector fields, jet fields and connections. Thus, these equations are given in a form similar to that in which the Hamiltonian equations of mechanics are usually given. Then, using multivector fields, we study several aspects of these equations, such as the existence and non-uniqueness of solutions, and the integrability problem. In particular, these problems are analysed for the case of Hamiltonian systems defined in a submanifold of the multimomentum bundle. Furthermore, the existence of first integrals of these Hamiltonian equations is considered, and the relation between Cartan-Noether symmetries and general symmetries of the system is discussed. Noether's theorem is also stated in this context, both the 'classical' version and its generalization to include higher-order Cartan-Noether symmetries. Finally, the equivalence between the Lagrangian and Hamiltonian formalisms is also discussed. (author)

  18. Generalized internal long wave equations: construction, hamiltonian structure and conservation laws

    International Nuclear Information System (INIS)

    Lebedev, D.R.

    1982-01-01

    Some aspects of the theory of the internal long-wave equations (ILW) are considered. A general class of the ILW type equations is constructed by means of the Zakharov-Shabat ''dressing'' method. Hamiltonian structure and infinite numbers of conservation laws are introduced. The considered equations are shown to be Hamiltonian in the so-called second Hamiltonian structu

  19. A Hamiltonian functional for the linearized Einstein vacuum field equations

    International Nuclear Information System (INIS)

    Rosas-RodrIguez, R

    2005-01-01

    By considering the Einstein vacuum field equations linearized about the Minkowski metric, the evolution equations for the gauge-invariant quantities characterizing the gravitational field are written in a Hamiltonian form by using a conserved functional as Hamiltonian; this Hamiltonian is not the analog of the energy of the field. A Poisson bracket between functionals of the field, compatible with the constraints satisfied by the field variables, is obtained. The generator of spatial translations associated with such bracket is also obtained

  20. Multi-component bi-Hamiltonian Dirac integrable equations

    Energy Technology Data Exchange (ETDEWEB)

    Ma Wenxiu [Department of Mathematics and Statistics, University of South Florida, Tampa, FL 33620-5700 (United States)], E-mail: mawx@math.usf.edu

    2009-01-15

    A specific matrix iso-spectral problem of arbitrary order is introduced and an associated hierarchy of multi-component Dirac integrable equations is constructed within the framework of zero curvature equations. The bi-Hamiltonian structure of the obtained Dirac hierarchy is presented be means of the variational trace identity. Two examples in the cases of lower order are computed.

  1. Air parcels and air particles: Hamiltonian dynamics

    NARCIS (Netherlands)

    Bokhove, Onno; Lynch, Peter

    We present a simple Hamiltonian formulation of the Euler equations for fluid flow in the Lagrangian framework. In contrast to the conventional formulation, which involves coupled partial differential equations, our "innovative'' mathematical formulation involves only ordinary differential equations

  2. A direct algebraic method applied to obtain complex solutions of some nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Zhang Huiqun

    2009-01-01

    By using some exact solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct the exact complex solutions for nonlinear partial differential equations. The method is implemented for the NLS equation, a new Hamiltonian amplitude equation, the coupled Schrodinger-KdV equations and the Hirota-Maccari equations. New exact complex solutions are obtained.

  3. Maxwell-Vlasov equations as a continuous Hamiltonian system

    International Nuclear Information System (INIS)

    Morrison, P.J.

    1980-09-01

    The well-known Maxwell-Vlasov equations that describe a collisionless plasma are cast into Hamiltonian form. The dynamical variables are the physical although noncanonical variables E, B and f. We present a Poisson bracket which acts on these variables and the energy functional to produce the equations of motion

  4. Nevanlinna theory, normal families, and algebraic differential equations

    CERN Document Server

    Steinmetz, Norbert

    2017-01-01

    This book offers a modern introduction to Nevanlinna theory and its intricate relation to the theory of normal families, algebraic functions, asymptotic series, and algebraic differential equations. Following a comprehensive treatment of Nevanlinna’s theory of value distribution, the author presents advances made since Hayman’s work on the value distribution of differential polynomials and illustrates how value- and pair-sharing problems are linked to algebraic curves and Briot–Bouquet differential equations. In addition to discussing classical applications of Nevanlinna theory, the book outlines state-of-the-art research, such as the effect of the Yosida and Zalcman–Pang method of re-scaling to algebraic differential equations, and presents the Painlevé–Yosida theorem, which relates Painlevé transcendents and solutions to selected 2D Hamiltonian systems to certain Yosida classes of meromorphic functions. Aimed at graduate students interested in recent developments in the field and researchers wor...

  5. Ordinary differential equations a graduate text

    CERN Document Server

    Bhamra, K S

    2015-01-01

    ORDINARY DIFFERENTIAL EQUATIONS: A Graduate Text presents a systematic and comprehensive introduction to ODEs for graduate and postgraduate students. The systematic organized text on differential inequalities, Gronwall's inequality, Nagumo's theorems, Osgood's criteria and applications of different equations of first order is dealt with in a greater depth. The book discusses qualitative and quantitative aspects of the Strum - Liouville problems, Green's function, integral equations, Laplace transform and is supported by a number of worked-out examples in each lesson to make the concepts clear. A lot of stress on stability theory is laid down, especially on Lyapunov and Poincare stability theory. A numerous figures in various lessons (in particular lessons dealing with stability theory) have been added to clarify the key concepts in DE theory. Nonlinear oscillation in conservative systems and Hamiltonian systems highlights basic nature of the systems considered. Perturbation techniques lesson deals in fairly d...

  6. Single-particle dynamics - Hamiltonian formulation

    International Nuclear Information System (INIS)

    Montague, B.W.

    1977-01-01

    In this paper the Hamiltonian formalism is applied to the linear theory of accelerator dynamics. The reasons for the introduction of this method rather than the more straightforward use of second order differential equations of motion are briefly discussed. An outline of Lagrangian and Hamiltonian formalism is given, some properties of the Hamiltonian are discussed and canonical transformations are illustrated. The methods are demonstrated using elementary examples such as the simple pendulum and the procedures adopted to handle specific problems in accelerator theory are indicated. (B.D.)

  7. A partial Hamiltonian approach for current value Hamiltonian systems

    Science.gov (United States)

    Naz, R.; Mahomed, F. M.; Chaudhry, Azam

    2014-10-01

    We develop a partial Hamiltonian framework to obtain reductions and closed-form solutions via first integrals of current value Hamiltonian systems of ordinary differential equations (ODEs). The approach is algorithmic and applies to many state and costate variables of the current value Hamiltonian. However, we apply the method to models with one control, one state and one costate variable to illustrate its effectiveness. The current value Hamiltonian systems arise in economic growth theory and other economic models. We explain our approach with the help of a simple illustrative example and then apply it to two widely used economic growth models: the Ramsey model with a constant relative risk aversion (CRRA) utility function and Cobb Douglas technology and a one-sector AK model of endogenous growth are considered. We show that our newly developed systematic approach can be used to deduce results given in the literature and also to find new solutions.

  8. A Hamiltonian structure for the linearized Einstein vacuum field equations

    International Nuclear Information System (INIS)

    Torres del Castillo, G.F.

    1991-01-01

    By considering the Einstein vacuum field equations linearized about the Minkowski metric, the evolution equations for the gauge-invariant quantities characterizing the gravitational field are written in a Hamiltonian form. A Poisson bracket between functionals of the field, compatible with the constraints satisfied by the field variables, is obtained (Author)

  9. Effective Hamiltonians, two level systems, and generalized Maxwell-Bloch equations

    International Nuclear Information System (INIS)

    Sczaniecki, L.

    1981-02-01

    A new method is proposed involving a canonical transformation leading to the non-secular part of time-independent perturbation calculus. The method is used to derive expressions for effective Shen-Walls Hamiltonians which, taken in the two-level approximation and on the inclusion of non-Hamiltonian terms into the dynamics of the system, lead to generalized Maxwell-Bloch equations. The rotating wave approximation is written anew within the framework of our formalism. (author)

  10. The Monge-Ampère equation: Hamiltonian and symplectic structures, recursions, and hierarchies

    NARCIS (Netherlands)

    Kersten, P.H.M.; Krasil'shchik, I.; Verbovetsky, A.V.

    2004-01-01

    Using methods of geometry and cohomology developed recently, we study the Monge-Ampère equation, arising as the first nontrivial equation in the associativity equations, or WDVV equations. We describe Hamiltonian and symplectic structures as well as recursion operators for this equation in its

  11. Hamiltonians and variational principles for Alfvén simple waves

    International Nuclear Information System (INIS)

    Webb, G M; Hu, Q; Roux, J A le; Dasgupta, B; Zank, G P

    2012-01-01

    The evolution equations for the magnetic field induction B with the wave phase for Alfvén simple waves are expressed as variational principles and in the Hamiltonian form. The evolution of B with the phase (which is a function of the space and time variables) depends on the generalized Frenet–Serret equations, in which the wave normal n (which is a function of the phase) is taken to be tangent to a curve X, in a 3D Cartesian geometry vector space. The physical variables (the gas density, fluid velocity, gas pressure and magnetic field induction) in the wave depend only on the phase. Three approaches are developed. One approach exploits the fact that the Frenet equations may be written as a 3D Hamiltonian system, which can be described using the Nambu bracket. It is shown that B as a function of the phase satisfies a modified version of the Frenet equations, and hence the magnetic field evolution equations can be expressed in the Hamiltonian form. A second approach develops an Euler–Poincaré variational formulation. A third approach uses the Frenet frame formulation, in which the hodograph of B moves on a sphere of constant radius and uses a stereographic projection transformation due to Darboux. The equations for the projected field components reduce to a complex Riccati equation. By using a Cole–Hopf transformation, the Riccati equation reduces to a linear second order differential equation for the new variable. A Hamiltonian formulation of the second order differential equation then allows the system to be written in the Hamiltonian form. Alignment dynamics equations for Alfvén simple waves give rise to a complex Riccati equation or, equivalently, to a quaternionic Riccati equation, which can be mapped onto the Riccati equation obtained by stereographic projection. (paper)

  12. Adler endash Kostant endash Symes construction, bi-Hamiltonian manifolds, and KdV equations

    International Nuclear Information System (INIS)

    Guha, P.

    1997-01-01

    This paper focuses a relation between Adler endash Kostant endash Symes (AKS) theory applied to Fordy endash Kulish scheme and bi-Hamiltonian manifolds. The spirit of this paper is closely related to Casati endash Magri endash Pedroni work on Hamiltonian formulation of the KP equation. Here the KdV equation is deduced via the superposition of the Fordy endash Kulish scheme and AKS construction on the underlying current algebra C ∞ (S 1 ,g circle-times C[[λ

  13. A novel scheme for Liouville's equation with a discontinuous Hamiltonian and applications to geometrical optics

    NARCIS (Netherlands)

    Lith, van B.S.; Thije Boonkkamp, ten J.H.M.; IJzerman, W.L.; Tukker, T.W.

    2015-01-01

    We compute numerical solutions of Liouville's equation with a discontinuous Hamiltonian. We assume that the underlying Hamiltonian system has a well-defined behaviour even when the Hamiltonian is discontinuous. In the case of geometrical optics such a discontinuity yields the familiar Snell's law or

  14. A novel scheme for Liouville's equation with a discontinuous Hamiltonian and applications to geometrical optics

    NARCIS (Netherlands)

    van Lith, B.S.; ten Thije Boonkkamp, J.H.M.; IJzerman, W.L.; Tukker, T.W.

    A novel scheme is developed that computes numerical solutions of Liouville’s equation with a discontinuous Hamiltonian. It is assumed that the underlying Hamiltonian system has well-defined behaviour even when the Hamiltonian is discontinuous. In the case of geometrical optics such a discontinuity

  15. Symplectic and Hamiltonian structures of nonlinear evolution equations

    International Nuclear Information System (INIS)

    Dorfman, I.Y.

    1993-01-01

    A Hamiltonian structure on a finite-dimensional manifold can be introduced either by endowing it with a (pre)symplectic structure, or by describing the Poisson bracket with the help of a tensor with two upper indices named the Poisson structure. Under the assumption of nondegeneracy, the Poisson structure is nothing else than the inverse of the symplectic structure. Also in the degenerate case the distinction between the two approaches is almost insignificant, because both presymplectic and Poisson structures split into symplectic structures on leaves of appropriately chosen foliations. Hamiltonian structures that arise in the theory of evolution equations demonstrate something new in this respect: trying to operate in local terms, one is induced to develop both approaches independently. Hamiltonian operators, being the infinite-dimensional counterparts of Poisson structures, were the first to become the subject of investigations. A considerable period of time passed before the papers initiated research in the theory of symplectic operators, being the counterparts of presymplectic structures. In what follows, we focus on the main achievements in this field

  16. Partial quantization of Lagrangian-Hamiltonian systems

    International Nuclear Information System (INIS)

    Amaral, C.M. do; Soares Filho, P.C.

    1979-05-01

    A classical variational principle is constructed in the Weiss form, for dynamical systems with support spaces of the configuration-phase kind. This extended principle rules the dynamics of classical systems, partially Hamiltonian, in interaction with Lagrangean parameterized subsidiary dynamics. The variational family of equations obtained, consists of an equation of the Hamilton-Jacobi type, coupled to a family of differential equations of the Euler-Lagrange form. The basic dynamical function appearing in the equations is a function of the Routh kind. By means of an ansatz induced by the variationally obtained family, a generalized set of equation, is proposed constituted by a wave equation of Schroedinger type, coupled to a family of equations formaly analog to those Euler-Lagrange equations. A basic operator of Routh type appears in our generalized set of equations. This operator describes the interaction between a quantized Hamiltonian dynamics, with a parameterized classical Lagrangean dynamics in semi-classical closed models. (author) [pt

  17. Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

    Science.gov (United States)

    Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

    2016-04-01

    Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

  18. Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest

    Science.gov (United States)

    Bianucci, Marco

    2018-05-01

    Finding the generalized Fokker-Planck Equation (FPE) for the reduced probability density function of a subpart of a given complex system is a classical issue of statistical mechanics. Zwanzig projection perturbation approach to this issue leads to the trouble of resumming a series of commutators of differential operators that we show to correspond to solving the Lie evolution of first order differential operators along the unperturbed Liouvillian of the dynamical system of interest. In this paper, we develop in a systematic way the procedure to formally solve this problem. In particular, here we show which the basic assumptions are, concerning the dynamical system of interest, necessary for the Lie evolution to be a group on the space of first order differential operators, and we obtain the coefficients of the so-evolved operators. It is thus demonstrated that if the Liouvillian of the system of interest is not a first order differential operator, in general, the FPE structure breaks down and the master equation contains all the power of the partial derivatives, up to infinity. Therefore, this work shed some light on the trouble of the ubiquitous emergence of both thermodynamics from microscopic systems and regular regression laws at macroscopic scales. However these results are very general and can be applied also in other contexts that are non-Hamiltonian as, for example, geophysical fluid dynamics, where important events, like El Niño, can be considered as large time scale phenomena emerging from the observation of few ocean degrees of freedom of a more complex system, including the interaction with the atmosphere.

  19. A Discrete Spectral Problem and Related Hierarchy of Discrete Hamiltonian Lattice Equations

    International Nuclear Information System (INIS)

    Xu Xixiang; Cao Weili

    2007-01-01

    Staring from a discrete matrix spectral problem, a hierarchy of lattice soliton equations is presented though discrete zero curvature representation. The resulting lattice soliton equations possess non-local Lax pairs. The Hamiltonian structures are established for the resulting hierarchy by the discrete trace identity. Liouville integrability of resulting hierarchy is demonstrated.

  20. Hamiltonian structure of isospectral deformation equation and semi-classical approximation to factorized S-matrices

    International Nuclear Information System (INIS)

    Chudnovsky, D.V.; Chudnovsky, G.V.

    1980-01-01

    We consider semi-classical approximation to factorized S-matrices. We show that this new class of matrices, called s-matrices, defines Hamiltonian structures for isospectral deformation equations. Concrete examples of factorized s-matrices are constructed and they are used to define Hamiltonian structure for general two-dimensional isospectral deformation systems. (orig.)

  1. Linear Port-Hamiltonian Systems on Infinite-dimensional Spaces

    CERN Document Server

    Jacob, Birgit

    2012-01-01

    This book provides a self-contained introduction to the theory of infinite-dimensional systems theory and its applications to port-Hamiltonian systems. The textbook starts with elementary known results, then progresses smoothly to advanced topics in current research. Many physical systems can be formulated using a Hamiltonian framework, leading to models described by ordinary or partial differential equations. For the purpose of control and for the interconnection of two or more Hamiltonian systems it is essential to take into account this interaction with the environment. This book is the fir

  2. Exact solutions of a class of fractional Hamiltonian equations involving Caputo derivatives

    Energy Technology Data Exchange (ETDEWEB)

    Baleanu, Dumitru [Department of Mathematics and Computer Sciences, Faculty of Arts and Sciences, Cankaya University, Ankara 06530 (Turkey); Trujillo, Juan J [Departamento de Analisis Matematico, University of La Laguna, 38271 La Laguna, Tenerife (Spain)], E-mail: dumitru@cankaya.edu.tr, E-mail: JTrujill@ullmat.es, E-mail: baleanu@venus.nipne.ro

    2009-11-15

    The fractional Hamiltonian equations corresponding to the Lagrangians of constrained systems within Caputo derivatives are investigated. The fractional phase space is obtained and the exact solutions of some constrained systems are obtained.

  3. Decomposition of a hierarchy of nonlinear evolution equations

    International Nuclear Information System (INIS)

    Geng Xianguo

    2003-01-01

    The generalized Hamiltonian structures for a hierarchy of nonlinear evolution equations are established with the aid of the trace identity. Using the nonlinearization approach, the hierarchy of nonlinear evolution equations is decomposed into a class of new finite-dimensional Hamiltonian systems. The generating function of integrals and their generator are presented, based on which the finite-dimensional Hamiltonian systems are proved to be completely integrable in the Liouville sense. As an application, solutions for the hierarchy of nonlinear evolution equations are reduced to solving the compatible Hamiltonian systems of ordinary differential equations

  4. Differential Equations Compatible with KZ Equations

    International Nuclear Information System (INIS)

    Felder, G.; Markov, Y.; Tarasov, V.; Varchenko, A.

    2000-01-01

    We define a system of 'dynamical' differential equations compatible with the KZ differential equations. The KZ differential equations are associated to a complex simple Lie algebra g. These are equations on a function of n complex variables z i taking values in the tensor product of n finite dimensional g-modules. The KZ equations depend on the 'dual' variable in the Cartan subalgebra of g. The dynamical differential equations are differential equations with respect to the dual variable. We prove that the standard hypergeometric solutions of the KZ equations also satisfy the dynamical equations. As an application we give a new determinant formula for the coordinates of a basis of hypergeometric solutions

  5. Hamiltonian PDEs and Frobenius manifolds

    International Nuclear Information System (INIS)

    Dubrovin, Boris A

    2008-01-01

    In the first part of this paper the theory of Frobenius manifolds is applied to the problem of classification of Hamiltonian systems of partial differential equations depending on a small parameter. Also developed is a deformation theory of integrable hierarchies including the subclass of integrable hierarchies of topological type. Many well-known examples of integrable hierarchies, such as the Korteweg-de Vries, non-linear Schroedinger, Toda, Boussinesq equations, and so on, belong to this subclass that also contains new integrable hierarchies. Some of these new integrable hierarchies may be important for applications. Properties of the solutions to these equations are studied in the second part. Consideration is given to the comparative study of the local properties of perturbed and unperturbed solutions near a point of gradient catastrophe. A Universality Conjecture is formulated describing the various types of critical behaviour of solutions to perturbed Hamiltonian systems near the point of gradient catastrophe of the unperturbed solution.

  6. Hamiltonian PDEs and Frobenius manifolds

    Energy Technology Data Exchange (ETDEWEB)

    Dubrovin, Boris A [Steklov Mathematical Institute, Russian Academy of Sciences, Moscow (Russian Federation)

    2008-12-31

    In the first part of this paper the theory of Frobenius manifolds is applied to the problem of classification of Hamiltonian systems of partial differential equations depending on a small parameter. Also developed is a deformation theory of integrable hierarchies including the subclass of integrable hierarchies of topological type. Many well-known examples of integrable hierarchies, such as the Korteweg-de Vries, non-linear Schroedinger, Toda, Boussinesq equations, and so on, belong to this subclass that also contains new integrable hierarchies. Some of these new integrable hierarchies may be important for applications. Properties of the solutions to these equations are studied in the second part. Consideration is given to the comparative study of the local properties of perturbed and unperturbed solutions near a point of gradient catastrophe. A Universality Conjecture is formulated describing the various types of critical behaviour of solutions to perturbed Hamiltonian systems near the point of gradient catastrophe of the unperturbed solution.

  7. Series solutions to partial differential equations. A study of the singularities, expansions, and solutions of Schroedinger's equation for the helium atom

    International Nuclear Information System (INIS)

    Mahlab, M.S.

    1975-01-01

    All the presently available techniques for solving Schroedinger's differential equation for helium-like atoms display poor convergence of the wave function in the neighborhood of the singularities of the Hamiltonian operator. In general most of the methods of solving this equation will converge in the appropriate limit to the exact wave function; however, convergence is slow, especially near the singularities of this differential equation. These difficulties become readily apparent from local energy studies. A technique is presented that avoids these difficulties. The wave function it produces is specifically most accurate at the singularities of the Hamiltonian. The novel aspect of this treatment is the subdivision of the space spanned by the wave function. Different expansions are picked such that they converge rapidly in each of the different subdivisions. These expansions may be constructed in such a way that they obey the boundary conditions in their respective subdivision. Most importantly, all the information available from the recursion relations associated with the differential equation may be incorporated into these expansions. A systematic procedure is presented such that these expansions may be brought together to form a wave function that satisfies all the continuity requirements. An S-state helium wave function was constructed to demonstrate that this method of treatment is feasible, and capable of indefinite systematic improvement. A discussion of several new asymptotic expansions that were constructed for the helium wave function, as well as an improved functional form for the small electron-nucleus wave function, is included in this presentation

  8. NATO Advanced Study Institute on Hamiltonian Dynamical Systems and Applications

    CERN Document Server

    2008-01-01

    Physical laws are for the most part expressed in terms of differential equations, and natural classes of these are in the form of conservation laws or of problems of the calculus of variations for an action functional. These problems can generally be posed as Hamiltonian systems, whether dynamical systems on finite dimensional phase space as in classical mechanics, or partial differential equations (PDE) which are naturally of infinitely many degrees of freedom. This volume is the collected and extended notes from the lectures on Hamiltonian dynamical systems and their applications that were given at the NATO Advanced Study Institute in Montreal in 2007. Many aspects of the modern theory of the subject were covered at this event, including low dimensional problems as well as the theory of Hamiltonian systems in infinite dimensional phase space; these are described in depth in this volume. Applications are also presented to several important areas of research, including problems in classical mechanics, continu...

  9. Differential equations

    CERN Document Server

    Barbu, Viorel

    2016-01-01

    This textbook is a comprehensive treatment of ordinary differential equations, concisely presenting basic and essential results in a rigorous manner. Including various examples from physics, mechanics, natural sciences, engineering and automatic theory, Differential Equations is a bridge between the abstract theory of differential equations and applied systems theory. Particular attention is given to the existence and uniqueness of the Cauchy problem, linear differential systems, stability theory and applications to first-order partial differential equations. Upper undergraduate students and researchers in applied mathematics and systems theory with a background in advanced calculus will find this book particularly useful. Supplementary topics are covered in an appendix enabling the book to be completely self-contained.

  10. On the relationship between modifications to the Raychaudhuri equation and the canonical Hamiltonian structures

    International Nuclear Information System (INIS)

    Singh, Parampreet; Soni, S K

    2016-01-01

    The problem of obtaining canonical Hamiltonian structures from the equations of motion, without any knowledge of the action, is studied in the context of the spatially flat Friedmann, ‘Robertson’, and Walker models. Modifications to the Raychaudhuri equation are implemented independently as quadratic and cubic terms of energy density without introducing additional degrees of freedom. Depending on their sign, modifications make gravity repulsive above a curvature scale for matter satisfying strong energy conditions, or more attractive than in the classical theory. The canonical structure of the modified theories is determined by demanding that the total Hamiltonian be a linear combination of gravity and matter Hamiltonians. In the quadratic repulsive case, the modified canonical phase space of gravity is a polymerized phase space with canonical momentum as inverse a trigonometric function of the Hubble rate; the canonical Hamiltonian can be identified with the effective Hamiltonian in loop quantum cosmology. The repulsive cubic modification results in a ‘generalized polymerized’ canonical phase space. Both the repulsive modifications are found to yield singularity avoidance. In contrast, the quadratic and cubic attractive modifications result in a canonical phase space in which canonical momentum is nontrigonometric and singularities persist. Our results hint at connections between the repulsive/attractive nature of modifications to gravity arising from the gravitational sector and polymerized/non polymerized gravitational phase space. (paper)

  11. A generalized Tu formula and Hamiltonian structures of fractional AKNS hierarchy

    International Nuclear Information System (INIS)

    Wu, Guo-cheng; Zhang, Sheng

    2011-01-01

    In this Letter, a generalized Tu formula is firstly presented to construct Hamiltonian structures of fractional soliton equations. The obtained results can be reduced to the classical Hamiltonian hierarchy of AKNS in ordinary calculus. -- Highlights: → A generalized Tu formula is first established based on the fractional variational theory for non-differentiable functions. → Hamiltonian structures of fractional AKNS hierarchy are obtained. → The classical AKNS hierarchy is just a special case of the fractional hierarchy.

  12. A generalized Tu formula and Hamiltonian structures of fractional AKNS hierarchy

    Energy Technology Data Exchange (ETDEWEB)

    Wu, Guo-cheng, E-mail: wuguocheng2002@yahoo.com.cn [Key Laboratory of Numerical Simulation of Sichuan Province, Neijiang, Sichuan 641112 (China); College of Mathematics and Information Science, Neijiang Normal University, Neijiang, Sichuan 641112 (China); Zhang, Sheng, E-mail: zhshaeng@yahoo.com.cn [School of Mathematical Sciences, Dalian University of Technology, Dalian 116024 (China)

    2011-10-03

    In this Letter, a generalized Tu formula is firstly presented to construct Hamiltonian structures of fractional soliton equations. The obtained results can be reduced to the classical Hamiltonian hierarchy of AKNS in ordinary calculus. -- Highlights: → A generalized Tu formula is first established based on the fractional variational theory for non-differentiable functions. → Hamiltonian structures of fractional AKNS hierarchy are obtained. → The classical AKNS hierarchy is just a special case of the fractional hierarchy.

  13. Lie groups and differential equations: symmetries, conservation laws and exact solutions of mathematical models in physics

    International Nuclear Information System (INIS)

    Sheftel', M.B.

    1997-01-01

    The basics of modern group analysis of different equations are presented. The group analysis produces in a natural way the variables, which are most suitable for a problem of question, and also the associated differential-geometric structures, such as pseudo Riemann geometry, connections, Hamiltonian and Lagrangian formalism

  14. Differential equations a dynamical systems approach ordinary differential equations

    CERN Document Server

    Hubbard, John H

    1991-01-01

    This is a corrected third printing of the first part of the text Differential Equations: A Dynamical Systems Approach written by John Hubbard and Beverly West. The authors' main emphasis in this book is on ordinary differential equations. The book is most appropriate for upper level undergraduate and graduate students in the fields of mathematics, engineering, and applied mathematics, as well as the life sciences, physics and economics. Traditional courses on differential equations focus on techniques leading to solutions. Yet most differential equations do not admit solutions which can be written in elementary terms. The authors have taken the view that a differential equations defines functions; the object of the theory is to understand the behavior of these functions. The tools the authors use include qualitative and numerical methods besides the traditional analytic methods. The companion software, MacMath, is designed to bring these notions to life.

  15. Partial Differential Equations

    CERN Document Server

    1988-01-01

    The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.

  16. Note on integrability of certain homogeneous Hamiltonian systems

    Energy Technology Data Exchange (ETDEWEB)

    Szumiński, Wojciech [Institute of Physics, University of Zielona Góra, Licealna 9, PL-65-407, Zielona Góra (Poland); Maciejewski, Andrzej J. [Institute of Astronomy, University of Zielona Góra, Licealna 9, PL-65-407, Zielona Góra (Poland); Przybylska, Maria, E-mail: M.Przybylska@if.uz.zgora.pl [Institute of Physics, University of Zielona Góra, Licealna 9, PL-65-407, Zielona Góra (Poland)

    2015-12-04

    In this paper we investigate a class of natural Hamiltonian systems with two degrees of freedom. The kinetic energy depends on coordinates but the system is homogeneous. Thanks to this property it admits, in a general case, a particular solution. Using this solution we derive necessary conditions for the integrability of such systems investigating differential Galois group of variational equations. - Highlights: • Necessary integrability conditions for some 2D homogeneous Hamilton systems are given. • Conditions are obtained analysing differential Galois group of variational equations. • New integrable and superintegrable systems are identified.

  17. A family of integrable differential–difference equations, its bi-Hamiltonian structure and binary nonlinearization of the Lax pairs and adjoint Lax pairs

    International Nuclear Information System (INIS)

    Xu Xixiang

    2012-01-01

    Highlights: ► We deduce a family of integrable differential–difference equations. ► We present a discrete Hamiltonian operator involving two arbitrary real parameters. ► We establish the bi-Hamiltonian structure for obtained integrable family. ► Liouvolle integrability of the obtained family is demonstrated. ► Every equation in obtained family is factored through the binary nonlinearization. - Abstract: A family of integrable differential–difference equations is derived by the method of Lax pairs. A discrete Hamiltonian operator involving two arbitrary real parameters is introduced. When the parameters are suitably selected, a pair of discrete Hamiltonian operators is presented. Bi-Hamiltonian structure of obtained family is established by discrete trace identity. Then, Liouville integrability for the obtained family is proved. Ultimately, through the binary nonlinearization of the Lax pairs and adjoint Lax pairs, every differential–difference equation in obtained family is factored by an integrable symplectic map and a finite-dimensional integrable system in Liouville sense.

  18. Coupled Higgs field equation and Hamiltonian amplitude equation ...

    Indian Academy of Sciences (India)

    the rational functions are obtained. Keywords. ... differential equations as is evident by the number of research papers, books and a new symbolic software .... Now using (2.11), (2.14) in (2.8) with C1 = 0 and integrating once we get. P. 2 = − β.

  19. A novel hierarchy of differential—integral equations and their generalized bi-Hamiltonian structures

    International Nuclear Information System (INIS)

    Zhai Yun-Yun; Geng Xian-Guo; He Guo-Liang

    2014-01-01

    With the aid of the zero-curvature equation, a novel integrable hierarchy of nonlinear evolution equations associated with a 3 × 3 matrix spectral problem is proposed. By using the trace identity, the bi-Hamiltonian structures of the hierarchy are established with two skew-symmetric operators. Based on two linear spectral problems, we obtain the infinite many conservation laws of the first member in the hierarchy

  20. Introduction to Hamiltonian dynamical systems and the N-body problem

    CERN Document Server

    Meyer, Kenneth R

    2017-01-01

    This third edition text provides expanded material on the restricted three body problem and celestial mechanics. With each chapter containing new content, readers are provided with new material on reduction, orbifolds, and the regularization of the Kepler problem, all of which are provided with applications. The previous editions grew out of graduate level courses in mathematics, engineering, and physics given at several different universities. The courses took students who had some background in differential equations and lead them through a systematic grounding in the theory of Hamiltonian mechanics from a dynamical systems point of view. This text provides a mathematical structure of celestial mechanics ideal for beginners, and will be useful to graduate students and researchers alike. Reviews of the second edition: "The primary subject here is the basic theory of Hamiltonian differential equations studied from the perspective of differential dynamical systems. The N-body problem is used as the primary exa...

  1. A new hierarchy of generalized derivative nonlinear Schroedinger equations, its bi-Hamiltonian structure and finite-dimensional involutive system

    International Nuclear Information System (INIS)

    Yan, Z.; Zhang, H.

    2001-01-01

    In this paper, an isospectral problem and one associated with a new hierarchy of nonlinear evolution equations are presented. As a reduction, a representative system of new generalized derivative nonlinear Schroedinger equations in the hierarchy is given. It is shown that the hierarchy possesses bi-Hamiltonian structures by using the trace identity method and is Liouville integrable. The spectral problem is non linearized as a finite-dimensional completely integrable Hamiltonian system under a constraint between the potentials and spectral functions. Finally, the involutive solutions of the hierarchy of equations are obtained. In particular, the involutive solutions of the system of new generalized derivative nonlinear Schroedinger equations are developed

  2. (Non)local Hamiltonian and symplectic structures, recursions and hierarchies: a new approach and applications to the N = 1 supersymmetric KdV equation

    International Nuclear Information System (INIS)

    Kersten, P; Krasil'shchik, I; Verbovetsky, A

    2004-01-01

    Using methods of Kersten et al (2004 J. Geom. Phys. 50 273-302) and Krasil'shchik and Kersten (2000 Symmetries and Recursion Operators for Classical and Supersymmetric Differential Equations (Dordrecht: Kluwer)), we accomplish an extensive study of the N = 1 supersymmetric Korteweg-de Vries (KdV) equation. The results include a description of local and nonlocal Hamiltonian and symplectic structures, five hierarchies of symmetries, the corresponding hierarchies of conservation laws, recursion operators for symmetries and generating functions of conservation laws. We stress that the main point of the paper is not just the results on super-KdV equation itself, but merely exposition of the efficiency of the geometrical approach and of the computational algorithms based on it

  3. Nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Dresner, L.

    1988-01-01

    This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.

  4. Nonlinear differential equations

    International Nuclear Information System (INIS)

    Dresner, L.

    1988-01-01

    This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics

  5. Differential equations for dummies

    CERN Document Server

    Holzner, Steven

    2008-01-01

    The fun and easy way to understand and solve complex equations Many of the fundamental laws of physics, chemistry, biology, and economics can be formulated as differential equations. This plain-English guide explores the many applications of this mathematical tool and shows how differential equations can help us understand the world around us. Differential Equations For Dummies is the perfect companion for a college differential equations course and is an ideal supplemental resource for other calculus classes as well as science and engineering courses. It offers step-by-step techniques, practical tips, numerous exercises, and clear, concise examples to help readers improve their differential equation-solving skills and boost their test scores.

  6. On the Curvature and Heat Flow on Hamiltonian Systems

    Directory of Open Access Journals (Sweden)

    Ohta Shin-ichi

    2014-01-01

    Full Text Available We develop the differential geometric and geometric analytic studies of Hamiltonian systems. Key ingredients are the curvature operator, the weighted Laplacian, and the associated Riccati equation.We prove appropriate generalizations of the Bochner-Weitzenböck formula and Laplacian comparison theorem, and study the heat flow.

  7. A modified Toda spectral problem and its hierarchy of bi-Hamiltonian lattice equations

    International Nuclear Information System (INIS)

    Ma Wenxiu; Xu Xixiang

    2004-01-01

    Starting from a modified Toda spectral problem, a hierarchy of generalized Toda lattice equations with two arbitrary constants is constructed through discrete zero curvature equations. It is shown that the hierarchy possesses a bi-Hamiltonian structure and a hereditary recursion operator, which implies that there exist infinitely many common commuting symmetries and infinitely many common commuting conserved functionals. Two cases of the involved constants present two specific integrable sub-hierarchies, one of which is exactly the Toda lattice hierarchy

  8. Time dependent drift Hamiltonian

    International Nuclear Information System (INIS)

    Boozer, A.H.

    1982-04-01

    The motion of individual charged particles in a given magnetic and an electric fields is discussed. An idea of a guiding center distribution function f is introduced. The guiding center distribution function is connected to the asymptotic Hamiltonian through the drift kinetic equation. The general non-stochastic magnetic field can be written in a contravariant and a covariant forms. The drift Hamiltonian is proposed, and the canonical gyroradius is presented. The proposed drift Hamiltonian agrees with Alfven's drift velocity to lowest non-vanishing order in the gyroradius. The relation between the exact, time dependent equations of motion and the guiding center equation is clarified by a Lagrangian analysis. The deduced Lagrangian represents the drift motion. (Kato, T.)

  9. Necessary conditions for super-integrability of Hamiltonian systems

    Energy Technology Data Exchange (ETDEWEB)

    Maciejewski, Andrzej J. [Institute of Astronomy, University of Zielona Gora, Podgorna 50, PL-65-246 Zielona Gora (Poland)], E-mail: maciejka@astro.ia.uz.zgora.pl; Przybylska, Maria [Torun Centre for Astronomy, N. Copernicus University, Gagarina 11, PL-87-100 Torun (Poland)], E-mail: maria.przybylska@astri.uni.torun.pl; Yoshida, Haruo [National Astronomical Observatory, 2-21-1 Osawa, Mitaka, 181-8588 Tokyo (Japan)], E-mail: h.yoshida@nao.ac.jp

    2008-08-18

    We formulate a general theorem which gives a necessary condition for the maximal super-integrability of a Hamiltonian system. This condition is expressed in terms of properties of the differential Galois group of the variational equations along a particular solution of the considered system. An application of this general theorem to natural Hamiltonian systems of n degrees of freedom with a homogeneous potential gives easily computable and effective necessary conditions for the super-integrability. To illustrate an application of the formulated theorems, we investigate: three known families of integrable potentials, and the three body problem on a line.

  10. Partial differential equations

    CERN Document Server

    Evans, Lawrence C

    2010-01-01

    This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...

  11. Hamiltonian field description of the one-dimensional Poisson-Vlasov equations

    International Nuclear Information System (INIS)

    Morrison, P.J.

    1981-07-01

    The one-dimensional Poisson-Vlasov equations are cast into Hamiltonian form. A Poisson Bracket in terms of the phase space density, as sole dynamical variable, is presented. This Poisson bracket is not of the usual form, but possesses the commutator properties of antisymmetry, bilinearity, and nonassociativity by virtue of the Jacobi requirement. Clebsch potentials are seen to yield a conventional (canonical) formulation. This formulation is discretized by expansion in terms of an arbitrary complete set of basis functions. In particular, a wave field representation is obtained

  12. Hamiltonian structures and integrability for a discrete coupled KdV-type equation hierarchy

    International Nuclear Information System (INIS)

    Zhao Haiqiong; Zhu Zuonong; Zhang Jingli

    2011-01-01

    Coupled Korteweg-de Vries (KdV) systems have many important physical applications. By considering a 4 × 4 spectral problem, we derive a discrete coupled KdV-type equation hierarchy. Our hierarchy includes the coupled Volterra system proposed by Lou et al. (e-print arXiv: 0711.0420) as the first member which is a discrete version of the coupled KdV equation. We also investigate the integrability in the Liouville sense and the multi-Hamiltonian structures for the obtained hierarchy. (authors)

  13. Efficient Numerical Solution of Coupled Radial Differential Equations in Multichannel Scattering Problems

    International Nuclear Information System (INIS)

    Houfek, Karel

    2008-01-01

    Numerical solution of coupled radial differential equations which are encountered in multichannel scattering problems is presented. Numerical approach is based on the combination of the exterior complex scaling method and the finite-elements method with the discrete variable representation. This method can be used not only to solve multichannel scattering problem but also to find bound states and resonance positions and widths directly by diagonalization of the corresponding complex scaled Hamiltonian. Efficiency and accuracy of this method is demonstrated on an analytically solvable two-channel problem.

  14. Topics of differential geometry in hamiltonian and lagrangian mechanics and relativity

    International Nuclear Information System (INIS)

    Rodrigues, P.R.

    1982-01-01

    A little introduction to the tensor and exterior algebra just as to the differential geometry is made. Such a geometry is used in order to study the hamiltonian and lagrangian mechanics stressing their geometrical aspects. Some applications are done in relativity theory. (L.C.) [pt

  15. Group theoretical and Hamiltonian structures of integrable evolution equations in 1x1 and 2x1 dimensions

    International Nuclear Information System (INIS)

    Konopel'chenko, B.G.

    1983-01-01

    New results in investigation of the group-theoretical and hamiltonian structure of the integrable evolution equations in 1+1 and 2+1 dimensions are briefly reviewed. Main general results, such as the form of integrable equations, Baecklund transfomations, symmetry groups, are turned out to have the same form for different spectral problems. The used generalized AKNS-method (the Ablowitz Kaup, Newell and Segur method) permits to prove that all nonlinear evolution equations considered are hamiltonians. The general condition of effective application of the ACNS mehtod to the concrete spectral problem is the possibility to calculate a recursion operator explicitly. The embedded representation is shown to be a fundamental object connected with different aspects of the inverse scattering problem

  16. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

    The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

  17. On the physical applications of hyper-Hamiltonian dynamics

    International Nuclear Information System (INIS)

    Gaeta, Giuseppe; Rodriguez, Miguel A

    2008-01-01

    An extension of Hamiltonian dynamics, defined on hyper-Kahler manifolds ('hyper-Hamiltonian dynamics') and sharing many of the attractive features of standard Hamiltonian dynamics, was introduced in previous work. In this paper, we discuss applications of the theory to physically interesting cases, dealing with the dynamics of particles with spin 1/2 in a magnetic field, i.e. the Pauli and the Dirac equations. While the free Pauli equation corresponds to a hyper-Hamiltonian flow, it turns out that the hyper-Hamiltonian description of the Dirac equation, and of the full Pauli one, is in terms of two commuting hyper-Hamiltonian flows. In this framework one can use a factorization principle discussed here (which is a special case of a general phenomenon studied by Walcher) and provide an explicit description of the resulting flow. On the other hand, by applying the familiar Foldy-Wouthuysen and Cini-Tousheck transformations (and the one recently introduced by Mulligan) which separate-in suitable limits-the Dirac equation into two equations, each of these turn out to be described by a single hyper-Hamiltonian flow. Thus the hyper-Hamiltonian construction is able to describe the fundamental dynamics for particles with spin

  18. Conservative, unconditionally stable discretization methods for Hamiltonian equations, applied to wave motion in lattice equations modeling protein molecules

    Science.gov (United States)

    LeMesurier, Brenton

    2012-01-01

    A new approach is described for generating exactly energy-momentum conserving time discretizations for a wide class of Hamiltonian systems of DEs with quadratic momenta, including mechanical systems with central forces; it is well-suited in particular to the large systems that arise in both spatial discretizations of nonlinear wave equations and lattice equations such as the Davydov System modeling energetic pulse propagation in protein molecules. The method is unconditionally stable, making it well-suited to equations of broadly “Discrete NLS form”, including many arising in nonlinear optics. Key features of the resulting discretizations are exact conservation of both the Hamiltonian and quadratic conserved quantities related to continuous linear symmetries, preservation of time reversal symmetry, unconditional stability, and respecting the linearity of certain terms. The last feature allows a simple, efficient iterative solution of the resulting nonlinear algebraic systems that retain unconditional stability, avoiding the need for full Newton-type solvers. One distinction from earlier work on conservative discretizations is a new and more straightforward nearly canonical procedure for constructing the discretizations, based on a “discrete gradient calculus with product rule” that mimics the essential properties of partial derivatives. This numerical method is then used to study the Davydov system, revealing that previously conjectured continuum limit approximations by NLS do not hold, but that sech-like pulses related to NLS solitons can nevertheless sometimes arise.

  19. Variational identities and Hamiltonian structures

    International Nuclear Information System (INIS)

    Ma Wenxiu

    2010-01-01

    This report is concerned with Hamiltonian structures of classical and super soliton hierarchies. In the classical case, basic tools are variational identities associated with continuous and discrete matrix spectral problems, targeted to soliton equations derived from zero curvature equations over general Lie algebras, both semisimple and non-semisimple. In the super case, a supertrace identity is presented for constructing Hamiltonian structures of super soliton equations associated with Lie superalgebras. We illustrate the general theories by the KdV hierarchy, the Volterra lattice hierarchy, the super AKNS hierarchy, and two hierarchies of dark KdV equations and dark Volterra lattices. The resulting Hamiltonian structures show the commutativity of each hierarchy discussed and thus the existence of infinitely many commuting symmetries and conservation laws.

  20. Hamiltonian aspects of three-wave resonant interactions in gas dynamics

    Science.gov (United States)

    Webb, G. M.; Zakharian, A.; Brio, M.; Zank, G. P.

    1997-06-01

    Equations describing three-wave resonant interactions in adiabatic gas dynamics in one Cartesian space dimension derived by Majda and Rosales are expressed in terms of Lagrangian and Hamiltonian variational principles. The equations consist of two coupled integro-differential Burgers equations for the backward and forward sound waves that are coupled by integral terms that describe the resonant reflection of a sound wave off an entropy wave disturbance to produce a reverse sound wave. Similarity solutions and conservation laws for the equations are derived using symmetry group methods for the special case where the entropy disturbance consists of a periodic saw-tooth profile. The solutions are used to illustrate the interplay between the nonlinearity represented by the Burgers self-wave interaction terms and wave dispersion represented by the three-wave resonant interaction terms. Hamiltonian equations in Fourier (p,t) space are also obtained where p is the Fourier space variable corresponding to the fast phase variable 0305-4470/30/12/013/img6 of the waves. The latter equations are transformed to normal form in order to isolate the normal modes of the system.

  1. Differential Equation over Banach Algebra

    OpenAIRE

    Kleyn, Aleks

    2018-01-01

    In the book, I considered differential equations of order $1$ over Banach $D$-algebra: differential equation solved with respect to the derivative; exact differential equation; linear homogeneous equation. In noncommutative Banach algebra, initial value problem for linear homogeneous equation has infinitely many solutions.

  2. Ordinary differential equations

    CERN Document Server

    Greenberg, Michael D

    2014-01-01

    Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps

  3. Ordinary differential equations

    CERN Document Server

    Miller, Richard K

    1982-01-01

    Ordinary Differential Equations is an outgrowth of courses taught for a number of years at Iowa State University in the mathematics and the electrical engineering departments. It is intended as a text for a first graduate course in differential equations for students in mathematics, engineering, and the sciences. Although differential equations is an old, traditional, and well-established subject, the diverse backgrounds and interests of the students in a typical modern-day course cause problems in the selection and method of presentation of material. In order to compensate for this diversity,

  4. Uncertain differential equations

    CERN Document Server

    Yao, Kai

    2016-01-01

    This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.

  5. The Lagrangian and Hamiltonian Analysis of Integrable Infinite-Dimensional Dynamical Systems

    International Nuclear Information System (INIS)

    Bogolubov, Nikolai N. Jr.; Prykarpatsky, Yarema A.; Blackmorte, Denis; Prykarpatsky, Anatoliy K.

    2010-12-01

    The analytical description of Lagrangian and Hamiltonian formalisms naturally arising from the invariance structure of given nonlinear dynamical systems on the infinite- dimensional functional manifold is presented. The basic ideas used to formulate the canonical symplectic structure are borrowed from the Cartan's theory of differential systems on associated jet-manifolds. The symmetry structure reduced on the invariant submanifolds of critical points of some nonlocal Euler-Lagrange functional is described thoroughly for both differential and differential-discrete dynamical systems. The Hamiltonian representation for a hierarchy of Lax type equations on a dual space to the Lie algebra of integral-differential operators with matrix coefficients, extended by evolutions for eigenfunctions and adjoint eigenfunctions of the corresponding spectral problems, is obtained via some special Backlund transformation. The connection of this hierarchy with integrable by Lax spatially two-dimensional systems is studied. (author)

  6. A new look at the free electromagnetic field. The Gauss law as a hamiltonian equation of motion

    International Nuclear Information System (INIS)

    Aldaya, V.; Navarro-Salas, J.

    1992-01-01

    A new canonical formalism for the free electromagnetic field is proposed in terms of an infinite-dimensional Lie group. The Gauss law is derived as a hamiltonian equation of motion and the quantum theory is obtained by constructing the irreducible representation of the group. The quantum Gauss law thus appears as an additional polarization equation and not as a constraint equation. (orig.)

  7. Painlevé IV Hamiltonian systems and coherent states

    International Nuclear Information System (INIS)

    Bermudez, D; Contreras-Astorga, A; Fernández C, D J

    2015-01-01

    Schrödinger Hamiltonians with third-order differential ladder operators are linked to the Painlevé IV equation. Some of these appear from applying SUSY QM to the harmonic oscillator. Departing from them, we will build coherent states as eigenstates of the annihilation operator, then as displaced versions of the extremal states, both involving the third-order ladder operators, and finally as displaced extremal states using linearized ladder operators. To each Hamiltonian corresponds two families of coherent states for fixed ladder operators: one in the infinite dimension subspace associated with the oscillator spectrum and another in the finite dimension one generated by the eigenstates created by SUSY QM. (paper)

  8. Computing generalized Langevin equations and generalized Fokker-Planck equations.

    Science.gov (United States)

    Darve, Eric; Solomon, Jose; Kia, Amirali

    2009-07-07

    The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

  9. Generalized differential transform method to differential-difference equation

    International Nuclear Information System (INIS)

    Zou Li; Wang Zhen; Zong Zhi

    2009-01-01

    In this Letter, we generalize the differential transform method to solve differential-difference equation for the first time. Two simple but typical examples are applied to illustrate the validity and the great potential of the generalized differential transform method in solving differential-difference equation. A Pade technique is also introduced and combined with GDTM in aim of extending the convergence area of presented series solutions. Comparisons are made between the results of the proposed method and exact solutions. Then we apply the differential transform method to the discrete KdV equation and the discrete mKdV equation, and successfully obtain solitary wave solutions. The results reveal that the proposed method is very effective and simple. We should point out that generalized differential transform method is also easy to be applied to other nonlinear differential-difference equation.

  10. Introduction to partial differential equations

    CERN Document Server

    Greenspan, Donald

    2000-01-01

    Designed for use in a one-semester course by seniors and beginning graduate students, this rigorous presentation explores practical methods of solving differential equations, plus the unifying theory underlying the mathematical superstructure. Topics include basic concepts, Fourier series, second-order partial differential equations, wave equation, potential equation, heat equation, approximate solution of partial differential equations, and more. Exercises appear at the ends of most chapters. 1961 edition.

  11. Metastable states in parametrically excited multimode Hamiltonian systems

    CERN Document Server

    Kirr, E

    2003-01-01

    Consider a linear autonomous Hamiltonian system with time periodic bound state solutions. In this paper we study their dynamics under time almost periodic perturbations which are small, localized and Hamiltonian. The analysis proceeds through a reduction of the original infinite dimensional dynamical system to the dynamics of two coupled subsystems: a dominant m-dimensional system of ordinary differential equations (normal form), governing the projections onto the bound states and an infinite dimensional dispersive wave equation. The present work generalizes previous work of the authors, where the case of a single bound state is considered. Here, the interaction picture is considerably more complicated and requires deeper analysis, due to a multiplicity of bound states and the very general nature of the perturbation's time dependence. Parametric forcing induces coupling of bound states to continuum radiation modes, bound states directly to bound states, as well as coupling among bound states, which is mediate...

  12. Non-Hamiltonian generalizations of the dispersionless 2DTL hierarchy

    International Nuclear Information System (INIS)

    Bogdanov, L V

    2010-01-01

    We consider two-component integrable generalizations of the dispersionless two-dimensional Toda lattice (2DTL) hierarchy connected with non-Hamiltonian vector fields, similar to the Manakov-Santini hierarchy generalizing the dKP hierarchy. They form a one-parametric family connected by hodograph-type transformations. Generating equations and Lax-Sato equations are introduced, and a dressing scheme based on the vector nonlinear Riemann problem is formulated. The simplest two-component generalization of the dispersionless 2DTL equation is derived, and its differential reduction analogous to the Dunajski interpolating system is presented. A symmetric two-component generalization of the dispersionless elliptic 2DTL equation is also constructed.

  13. Elements of partial differential equations

    CERN Document Server

    Sneddon, Ian Naismith

    1957-01-01

    Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent st

  14. Consistency of the Hamiltonian formulation of the lowest-order effective action of the complete Horava theory

    International Nuclear Information System (INIS)

    Bellorin, Jorge; Restuccia, Alvaro

    2011-01-01

    We perform the Hamiltonian analysis for the lowest-order effective action, up to second order in derivatives, of the complete Horava theory. The model includes the invariant terms that depend on ∂ i lnN proposed by Blas, Pujolas, and Sibiryakov. We show that the algebra of constraints closes. The Hamiltonian constraint is of second-class behavior and it can be regarded as an elliptic partial differential equation for N. The linearized version of this equation is a Poisson equation for N that can be solved consistently. The preservation in time of the Hamiltonian constraint yields an equation that can be consistently solved for a Lagrange multiplier of the theory. The model has six propagating degrees of freedom in the phase space, corresponding to three even physical modes. When compared with the λR model studied by us in a previous paper, it lacks two second-class constraints, which leads to the extra even mode.

  15. Solving polynomial differential equations by transforming them to linear functional-differential equations

    OpenAIRE

    Nahay, John Michael

    2008-01-01

    We present a new approach to solving polynomial ordinary differential equations by transforming them to linear functional equations and then solving the linear functional equations. We will focus most of our attention upon the first-order Abel differential equation with two nonlinear terms in order to demonstrate in as much detail as possible the computations necessary for a complete solution. We mention in our section on further developments that the basic transformation idea can be generali...

  16. Asymptotic analysis on a pseudo-Hermitian Riemann-zeta Hamiltonian

    Science.gov (United States)

    Bender, Carl M.; Brody, Dorje C.

    2018-04-01

    The differential-equation eigenvalue problem associated with a recently-introduced Hamiltonian, whose eigenvalues correspond to the zeros of the Riemann zeta function, is analyzed using Fourier and WKB analysis. The Fourier analysis leads to a challenging open problem concerning the formulation of the eigenvalue problem in the momentum space. The WKB analysis gives the exact asymptotic behavior of the eigenfunction.

  17. Introduction to differential equations

    CERN Document Server

    Taylor, Michael E

    2011-01-01

    The mathematical formulations of problems in physics, economics, biology, and other sciences are usually embodied in differential equations. The analysis of the resulting equations then provides new insight into the original problems. This book describes the tools for performing that analysis. The first chapter treats single differential equations, emphasizing linear and nonlinear first order equations, linear second order equations, and a class of nonlinear second order equations arising from Newton's laws. The first order linear theory starts with a self-contained presentation of the exponen

  18. Operations involving momentum variables in non-Hamiltonian evolution equations

    International Nuclear Information System (INIS)

    Benatti, F.; Ghirardi, G.C.; Rimini, A.; Weber, T.

    1988-02-01

    Non-Hamiltonian evolution equations have been recently considered for the description of various physical processes. Among this type of equations the class which has been more extensively studied is the one usually referred to as Quantum Dynamical Semigroup equations (QDS). In particular an equation of the QDS type has been considered as the basis for a model, called Quantum Mechanics with Spontaneous Localization (QMSL), which has been shown to exhibit some very interesting features allowing to overcome most of the conceptual difficulties of standard quantum theory, QMSL assumes a modification of the pure Schroedinger evolution by assuming the occurrence, at random times, of stochastic processes for the wave function corresponding formally to approximate position measurements. In this paper, we investigate the consequences of modifying and/or enlarging the class of the considered stochastic processes, by considering the spontaeous occurrence of approximate momentum and of simultaneous position and momentum measurements. It is shown that the considered changes in the elementary processes have unacceptable consequences. In particular they either lead to drastic modifications in the dynamics of microsystems or are completely useless from the point of view of the conceptual advantages that one was trying to get from QMSL. The present work supports therefore the idea that QMSL, as originally formulated, can be taken as the basic scheme for the generalizations which are still necessary in order to make it appropriate for the description of systems of identical particles and to meet relativistic requirements. (author). 14 refs

  19. Operations involving momentum variables in non-Hamiltonian evolution equation

    International Nuclear Information System (INIS)

    Benatti, F.; Ghirardi, G.C.; Weber, T.; Rimini, A.

    1988-01-01

    Non-Hamiltonian evolution equations have been recently considered for the description of various physical processes. Among these types of equations the class which has been more extensively studied is the one usually referred to as quantum-dynamical semi-group equations (QDS). In particular an equation of the QDS type has been considered as the basis for a model, called quantum mechanics with spontaneous localization (QMSL), which has been shown to exhibit some very interesting features allowing us to overcome most of the conceptual difficulties of standard quantum theory. QMSL assumes a modification of the pure Schroedinger evolution by assuming the occurrence, at random times, of stochastic processes for the wave function corresponding formally to approximate position measurements. In this paper the consequences of modifying and/or enlarging the class of the considered stochastic processes, by considering the spontaneous occurrence of approximate momentum and of simultaneous position and momentum measurements, are investigated. It is shown that the considered changes in the elementary processes have unacceptable consequences. In particular they either lead to drastic modification in the dynamics of microsystems or are completely useless from the point of view of the conceptual advantages that one was trying to get from QMSL. The present work supports therefore the idea that QMSL, as originally formulated, can be taken as the basic scheme for the generalizations which are still necessary in order to make it appropriate for the description of systems of identical particles and to meet relativistic requirements

  20. Geometry of Hamiltonian chaos

    DEFF Research Database (Denmark)

    Horwitz, Lawrence; Zion, Yossi Ben; Lewkowicz, Meir

    2007-01-01

    The characterization of chaotic Hamiltonian systems in terms of the curvature associated with a Riemannian metric tensor in the structure of the Hamiltonian is extended to a wide class of potential models of standard form through definition of a conformal metric. The geodesic equations reproduce ...

  1. Arithmetic differential equations on $GL_n$, I: differential cocycles

    OpenAIRE

    Buium, Alexandru; Dupuy, Taylor

    2013-01-01

    The theory of differential equations has an arithmetic analogue in which derivatives are replaced by Fermat quotients. One can then ask what is the arithmetic analogue of a linear differential equation. The study of usual linear differential equations is the same as the study of the differential cocycle from $GL_n$ into its Lie algebra given by the logarithmic derivative. However we prove here that there are no such cocycles in the context of arithmetic differential equations. In sequels of t...

  2. Beginning partial differential equations

    CERN Document Server

    O'Neil, Peter V

    2011-01-01

    A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres

  3. The Artificial Hamiltonian, First Integrals, and Closed-Form Solutions of Dynamical Systems for Epidemics

    Science.gov (United States)

    Naz, Rehana; Naeem, Imran

    2018-03-01

    The non-standard Hamiltonian system, also referred to as a partial Hamiltonian system in the literature, of the form {\\dot q^i} = {partial H}/{partial {p_i}},\\dot p^i = - {partial H}/{partial {q_i}} + {Γ ^i}(t,{q^i},{p_i}) appears widely in economics, physics, mechanics, and other fields. The non-standard (partial) Hamiltonian systems arise from physical Hamiltonian structures as well as from artificial Hamiltonian structures. We introduce the term `artificial Hamiltonian' for the Hamiltonian of a model having no physical structure. We provide here explicitly the notion of an artificial Hamiltonian for dynamical systems of ordinary differential equations (ODEs). Also, we show that every system of second-order ODEs can be expressed as a non-standard (partial) Hamiltonian system of first-order ODEs by introducing an artificial Hamiltonian. This notion of an artificial Hamiltonian gives a new way to solve dynamical systems of first-order ODEs and systems of second-order ODEs that can be expressed as a non-standard (partial) Hamiltonian system by using the known techniques applicable to the non-standard Hamiltonian systems. We employ the proposed notion to solve dynamical systems of first-order ODEs arising in epidemics.

  4. Integrability of Hamiltonian systems with homogeneous potentials of degree zero

    Energy Technology Data Exchange (ETDEWEB)

    Casale, Guy, E-mail: guy.casale@univ-rennes1.f [IRMAR UMR 6625, Universite de Rennes 1, Campus de Beaulieu, 35042 Rennes Cedex (France); Duval, Guillaume, E-mail: dduuvvaall@wanadoo.f [1 Chemin du Chateau, 76 430 Les Trois Pierres (France); Maciejewski, Andrzej J., E-mail: maciejka@astro.ia.uz.zgora.p [Institute of Astronomy, University of Zielona Gora, Licealna 9, PL-65-417 Zielona Gora (Poland); Przybylska, Maria, E-mail: Maria.Przybylska@astri.uni.torun.p [Torun Centre for Astronomy, N. Copernicus University, Gagarina 11, PL-87-100 Torun (Poland)

    2010-01-04

    We derive necessary conditions for integrability in the Liouville sense of classical Hamiltonian systems with homogeneous potentials of degree zero. We obtain these conditions through an analysis of the differential Galois group of variational equations along a particular solution generated by a non-zero solution d element of C{sup n} of nonlinear equation gradV(d)=d. We prove that when the system is integrable the Hessian matrix V{sup ''}(d) has only integer eigenvalues and is diagonalizable.

  5. Hyperbolic partial differential equations

    CERN Document Server

    Witten, Matthew

    1986-01-01

    Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M

  6. On matrix fractional differential equations

    Directory of Open Access Journals (Sweden)

    Adem Kılıçman

    2017-01-01

    Full Text Available The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objective of this article is to discuss the Laplace transform method based on operational matrices of fractional derivatives for solving several kinds of linear fractional differential equations. Moreover, we present the operational matrices of fractional derivatives with Laplace transform in many applications of various engineering systems as control system. We present the analytical technique for solving fractional-order, multi-term fractional differential equation. In other words, we propose an efficient algorithm for solving fractional matrix equation.

  7. Conservation Properties of the Hamiltonian Particle-Mesh method for the Quasi-Geostrophic Equations on a sphere

    NARCIS (Netherlands)

    H. Thorsdottir (Halldora)

    2011-01-01

    htmlabstractThe Hamiltonian particle-mesh (HPM) method is used to solve the Quasi-Geostrophic model generalized to a sphere, using the Spherepack modeling package to solve the Helmholtz equation on a colatitude-longitude grid with spherical harmonics. The predicted energy conservation of a

  8. Differential equations extended to superspace

    International Nuclear Information System (INIS)

    Torres, J.; Rosu, H.C.

    2003-01-01

    We present a simple SUSY Ns = 2 superspace extension of the differential equations in which the sought solutions are considered to be real superfields but maintaining the common derivative operators and the coefficients of the differential equations unaltered. In this way, we get self consistent systems of coupled differential equations for the components of the superfield. This procedure is applied to the Riccati equation, for which we obtain in addition the system of coupled equations corresponding to the components of the general superfield solution. (Author)

  9. Differential equations extended to superspace

    Energy Technology Data Exchange (ETDEWEB)

    Torres, J. [Instituto de Fisica, Universidad de Guanajuato, A.P. E-143, Leon, Guanajuato (Mexico); Rosu, H.C. [Instituto Potosino de Investigacion Cientifica y Tecnologica, A.P. 3-74, Tangamanga, San Luis Potosi (Mexico)

    2003-07-01

    We present a simple SUSY Ns = 2 superspace extension of the differential equations in which the sought solutions are considered to be real superfields but maintaining the common derivative operators and the coefficients of the differential equations unaltered. In this way, we get self consistent systems of coupled differential equations for the components of the superfield. This procedure is applied to the Riccati equation, for which we obtain in addition the system of coupled equations corresponding to the components of the general superfield solution. (Author)

  10. Beginning partial differential equations

    CERN Document Server

    O'Neil, Peter V

    2014-01-01

    A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or

  11. Differential equations problem solver

    CERN Document Server

    Arterburn, David R

    2012-01-01

    REA's Problem Solvers is a series of useful, practical, and informative study guides. Each title in the series is complete step-by-step solution guide. The Differential Equations Problem Solver enables students to solve difficult problems by showing them step-by-step solutions to Differential Equations problems. The Problem Solvers cover material ranging from the elementary to the advanced and make excellent review books and textbook companions. They're perfect for undergraduate and graduate studies.The Differential Equations Problem Solver is the perfect resource for any class, any exam, and

  12. Exact solution of the Schroedinger equation with the spin-boson Hamiltonian

    International Nuclear Information System (INIS)

    Gardas, Bartlomiej

    2011-01-01

    We address the problem of obtaining the exact reduced dynamics of the spin-half (qubit) immersed within the bosonic bath (environment). An exact solution of the Schroedinger equation with the paradigmatic spin-boson Hamiltonian is obtained. We believe that this result is a major step ahead and may ultimately contribute to the complete resolution of the problem in question. We also construct the constant of motion for the spin-boson system. In contrast to the standard techniques available within the framework of the open quantum systems theory, our analysis is based on the theory of block operator matrices.

  13. Linear determining equations for differential constraints

    International Nuclear Information System (INIS)

    Kaptsov, O V

    1998-01-01

    A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical determining equations used in the search for admissible Lie operators. As applications of this approach equations of an ideal incompressible fluid and non-linear heat equations are discussed

  14. Solving Ordinary Differential Equations

    Science.gov (United States)

    Krogh, F. T.

    1987-01-01

    Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

  15. Hamiltonian Description of Convective-cell Generation

    International Nuclear Information System (INIS)

    Krommes, J.A.; Kolesnikov, R.A.

    2004-01-01

    The nonlinear statistical growth rate eq for convective cells driven by drift-wave (DW) interactions is studied with the aid of a covariant Hamiltonian formalism for the gyrofluid nonlinearities. A statistical energy theorem is proven that relates eq to a second functional tensor derivative of the DW energy. This generalizes to a wide class of systems of coupled partial differential equations a previous result for scalar dynamics. Applications to (i) electrostatic ion-temperature-gradient-driven modes at small ion temperature, and (ii) weakly electromagnetic collisional DW's are noted

  16. Algebraic entropy for differential-delay equations

    OpenAIRE

    Viallet, Claude M.

    2014-01-01

    We extend the definition of algebraic entropy to a class of differential-delay equations. The vanishing of the entropy, as a structural property of an equation, signals its integrability. We suggest a simple way to produce differential-delay equations with vanishing entropy from known integrable differential-difference equations.

  17. Integrable peakon equations with cubic nonlinearity

    International Nuclear Information System (INIS)

    Hone, Andrew N W; Wang, J P

    2008-01-01

    We present a new integrable partial differential equation found by Vladimir Novikov. Like the Camassa-Holm and Degasperis-Procesi equations, this new equation admits peaked soliton (peakon) solutions, but it has nonlinear terms that are cubic, rather than quadratic. We give a matrix Lax pair for V Novikov's equation, and show how it is related by a reciprocal transformation to a negative flow in the Sawada-Kotera hierarchy. Infinitely many conserved quantities are found, as well as a bi-Hamiltonian structure. The latter is used to obtain the Hamiltonian form of the finite-dimensional system for the interaction of N peakons, and the two-body dynamics (N = 2) is explicitly integrated. Finally, all of this is compared with some analogous results for another cubic peakon equation derived by Zhijun Qiao. (fast track communication)

  18. Iterative Splitting Methods for Differential Equations

    CERN Document Server

    Geiser, Juergen

    2011-01-01

    Iterative Splitting Methods for Differential Equations explains how to solve evolution equations via novel iterative-based splitting methods that efficiently use computational and memory resources. It focuses on systems of parabolic and hyperbolic equations, including convection-diffusion-reaction equations, heat equations, and wave equations. In the theoretical part of the book, the author discusses the main theorems and results of the stability and consistency analysis for ordinary differential equations. He then presents extensions of the iterative splitting methods to partial differential

  19. Differential equation analysis in biomedical science and engineering ordinary differential equation applications with R

    CERN Document Server

    Schiesser, William E

    2014-01-01

    Features a solid foundation of mathematical and computational tools to formulate and solve real-world ODE problems across various fields With a step-by-step approach to solving ordinary differential equations (ODEs), Differential Equation Analysis in Biomedical Science and Engineering: Ordinary Differential Equation Applications with R successfully applies computational techniques for solving real-worldODE problems that are found in a variety of fields, including chemistry, physics, biology,and physiology. The book provides readers with the necessary knowledge to reproduce andextend the comp

  20. Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

    International Nuclear Information System (INIS)

    Basharov, A. M.

    2012-01-01

    It is shown that the effective Hamiltonian representation, as it is formulated in author’s papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are “locked” inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

  1. Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

    Directory of Open Access Journals (Sweden)

    Hamidreza Rezazadeh

    2014-05-01

    Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.

  2. Differential equation analysis in biomedical science and engineering partial differential equation applications with R

    CERN Document Server

    Schiesser, William E

    2014-01-01

    Features a solid foundation of mathematical and computational tools to formulate and solve real-world PDE problems across various fields With a step-by-step approach to solving partial differential equations (PDEs), Differential Equation Analysis in Biomedical Science and Engineering: Partial Differential Equation Applications with R successfully applies computational techniques for solving real-world PDE problems that are found in a variety of fields, including chemistry, physics, biology, and physiology. The book provides readers with the necessary knowledge to reproduce and extend the com

  3. Relativistic non-Hamiltonian mechanics

    International Nuclear Information System (INIS)

    Tarasov, Vasily E.

    2010-01-01

    Relativistic particle subjected to a general four-force is considered as a nonholonomic system. The nonholonomic constraint in four-dimensional space-time represents the relativistic invariance by the equation for four-velocity u μ u μ + c 2 = 0, where c is the speed of light in vacuum. In the general case, four-forces are non-potential, and the relativistic particle is a non-Hamiltonian system in four-dimensional pseudo-Euclidean space-time. We consider non-Hamiltonian and dissipative systems in relativistic mechanics. Covariant forms of the principle of stationary action and the Hamilton's principle for relativistic mechanics of non-Hamiltonian systems are discussed. The equivalence of these principles is considered for relativistic particles subjected to potential and non-potential forces. We note that the equations of motion which follow from the Hamilton's principle are not equivalent to the equations which follow from the variational principle of stationary action. The Hamilton's principle and the principle of stationary action are not compatible in the case of systems with nonholonomic constraint and the potential forces. The principle of stationary action for relativistic particle subjected to non-potential forces can be used if the Helmholtz conditions are satisfied. The Hamilton's principle and the principle of stationary action are equivalent only for a special class of relativistic non-Hamiltonian systems.

  4. On matrix fractional differential equations

    OpenAIRE

    Adem Kılıçman; Wasan Ajeel Ahmood

    2017-01-01

    The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objec...

  5. Local p-Adic Differential Equations

    NARCIS (Netherlands)

    Put, Marius van der; Taelman, Lenny

    2006-01-01

    This paper studies divergence in solutions of p-adic linear local differential equations. Such divergence is related to the notion of p-adic Liouville numbers. Also, the influence of the divergence on the differential Galois groups of such differential equations is explored. A complete result is

  6. Differential equations

    CERN Document Server

    Tricomi, FG

    2013-01-01

    Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and diff

  7. Hamiltonian approach to the derivation of evolution equations for wave trains in weakly unstable media

    Directory of Open Access Journals (Sweden)

    N. N. Romanova

    1998-01-01

    Full Text Available The dynamics of weakly nonlinear wave trains in unstable media is studied. This dynamics is investigated in the framework of a broad class of dynamical systems having a Hamiltonian structure. Two different types of instability are considered. The first one is the instability in a weakly supercritical media. The simplest example of instability of this type is the Kelvin-Helmholtz instability. The second one is the instability due to a weak linear coupling of modes of different nature. The simplest example of a geophysical system where the instability of this and only of this type takes place is the three-layer model of a stratified shear flow with a continuous velocity profile. For both types of instability we obtain nonlinear evolution equations describing the dynamics of wave trains having an unstable spectral interval of wavenumbers. The transformation to appropriate canonical variables turns out to be different for each case, and equations we obtained are different for the two types of instability we considered. Also obtained are evolution equations governing the dynamics of wave trains in weakly subcritical media and in media where modes are coupled in a stable way. Presented results do not depend on a specific physical nature of a medium and refer to a broad class of dynamical systems having the Hamiltonian structure of a special form.

  8. Auxiliary equation method for solving nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Sirendaoreji,; Jiong, Sun

    2003-01-01

    By using the solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained with the aid of symbolic computation

  9. Symmetry of Hamiltonian and conserved quantity for a system of generalized classical mechanics

    International Nuclear Information System (INIS)

    Zhang Yi

    2011-01-01

    This paper focuses on a new symmetry of Hamiltonian and its conserved quantity for a system of generalized classical mechanics. The differential equations of motion of the system are established. The definition and the criterion of the symmetry of Hamiltonian of the system are given. A conserved quantity directly derived from the symmetry of Hamiltonian of the generalized classical mechanical system is given. Since a Hamilton system is a special case of the generalized classical mechanics, the results above are equally applicable to the Hamilton system. The results of the paper are the generalization of a theorem known for the existing nonsingular equivalent Lagrangian. Finally, two examples are given to illustrate the application of the results. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

  10. Introduction to ordinary differential equations

    CERN Document Server

    Rabenstein, Albert L

    1966-01-01

    Introduction to Ordinary Differential Equations is a 12-chapter text that describes useful elementary methods of finding solutions using ordinary differential equations. This book starts with an introduction to the properties and complex variable of linear differential equations. Considerable chapters covered topics that are of particular interest in applications, including Laplace transforms, eigenvalue problems, special functions, Fourier series, and boundary-value problems of mathematical physics. Other chapters are devoted to some topics that are not directly concerned with finding solutio

  11. Differential equations methods and applications

    CERN Document Server

    Said-Houari, Belkacem

    2015-01-01

    This book presents a variety of techniques for solving ordinary differential equations analytically and features a wealth of examples. Focusing on the modeling of real-world phenomena, it begins with a basic introduction to differential equations, followed by linear and nonlinear first order equations and a detailed treatment of the second order linear equations. After presenting solution methods for the Laplace transform and power series, it lastly presents systems of equations and offers an introduction to the stability theory. To help readers practice the theory covered, two types of exercises are provided: those that illustrate the general theory, and others designed to expand on the text material. Detailed solutions to all the exercises are included. The book is excellently suited for use as a textbook for an undergraduate class (of all disciplines) in ordinary differential equations. .

  12. Abstract methods in partial differential equations

    CERN Document Server

    Carroll, Robert W

    2012-01-01

    Detailed, self-contained treatment examines modern abstract methods in partial differential equations, especially abstract evolution equations. Suitable for graduate students with some previous exposure to classical partial differential equations. 1969 edition.

  13. Partial differential equations for scientists and engineers

    CERN Document Server

    Farlow, Stanley J

    1993-01-01

    Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing th

  14. Relativistic magnetohydrodynamics as a Hamiltonian system

    International Nuclear Information System (INIS)

    Holm, D.D.; Kupershmidt, A.

    1985-01-01

    The equations of ideal relativistic magnetohydrodynamics in the laboratory frame form a noncanonical Hamiltonian system with the same Poisson bracket as for the nonrelativistic system, but with dynamical variables and Hamiltonian obtained via a regular deformation of their nonrelativistic counterparts [fr

  15. Five-dimensional Monopole Equation with Hedge-Hog Ansatz and Abel's Differential Equation

    OpenAIRE

    Kihara, Hironobu

    2008-01-01

    We review the generalized monopole in the five-dimensional Euclidean space. A numerical solution with the Hedge-Hog ansatz is studied. The Bogomol'nyi equation becomes a second order autonomous non-linear differential equation. The equation can be translated into the Abel's differential equation of the second kind and is an algebraic differential equation.

  16. Hamiltonian description of the ideal fluid

    International Nuclear Information System (INIS)

    Morrison, P.J.

    1994-01-01

    Fluid mechanics is examined from a Hamiltonian perspective. The Hamiltonian point of view provides a unifying framework; by understanding the Hamiltonian perspective, one knows in advance (within bounds) what answers to expect and what kinds of procedures can be performed. The material is organized into five lectures, on the following topics: rudiments of few-degree-of-freedom Hamiltonian systems illustrated by passive advection in two-dimensional fluids; functional differentiation, two action principles of mechanics, and the action principle and canonical Hamiltonian description of the ideal fluid; noncanonical Hamiltonian dynamics with examples; tutorial on Lie groups and algebras, reduction-realization, and Clebsch variables; and stability and Hamiltonian systems

  17. Computational partial differential equations using Matlab

    CERN Document Server

    Li, Jichun

    2008-01-01

    Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE

  18. Differential-algebraic solutions of the heat equation

    OpenAIRE

    Buchstaber, Victor M.; Netay, Elena Yu.

    2014-01-01

    In this work we introduce the notion of differential-algebraic ansatz for the heat equation and explicitly construct heat equation and Burgers equation solutions given a solution of a homogeneous non-linear ordinary differential equation of a special form. The ansatz for such solutions is called the $n$-ansatz, where $n+1$ is the order of the differential equation.

  19. Skew differential fields, differential and difference equations

    NARCIS (Netherlands)

    van der Put, M

    2004-01-01

    The central question is: Let a differential or difference equation over a field K be isomorphic to all its Galois twists w.r.t. the group Gal(K/k). Does the equation descend to k? For a number of categories of equations an answer is given.

  20. Weak self-adjoint differential equations

    International Nuclear Information System (INIS)

    Gandarias, M L

    2011-01-01

    The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006 J. Math. Anal. Appl. 318 742-57; 2007 Arch. ALGA 4 55-60). In Ibragimov (2007 J. Math. Anal. Appl. 333 311-28), a general theorem on conservation laws was proved. In this paper, we generalize the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. We find a class of weak self-adjoint quasi-linear parabolic equations. The property of a differential equation to be weak self-adjoint is important for constructing conservation laws associated with symmetries of the differential equation. (fast track communication)

  1. A new high precision energy-preserving integrator for system of oscillatory second-order differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Bin, E-mail: wangbinmaths@gmail.com [Department of Mathematics, Nanjing University, State Key Laboratory for Novel Software Technology at Nanjing University, Nanjing 210093 (China); Wu, Xinyuan, E-mail: xywu@nju.edu.cn [Department of Mathematics, Nanjing University, State Key Laboratory for Novel Software Technology at Nanjing University, Nanjing 210093 (China)

    2012-03-05

    This Letter proposes a new high precision energy-preserving integrator for system of oscillatory second-order differential equations q{sup ″}(t)+Mq(t)=f(q(t)) with a symmetric and positive semi-definite matrix M and f(q)=−∇U(q). The system is equivalent to a separable Hamiltonian system with Hamiltonian H(p,q)=1/2 p{sup T}p+1/2 q{sup T}Mq+U(q). The properties of the new energy-preserving integrator are analyzed. The well-known Fermi–Pasta–Ulam problem is performed numerically to show that the new integrator preserves the energy integral with higher accuracy than Average Vector Field (AVF) method and an energy-preserving collocation method. -- Highlights: ► A novel high order energy-preserving integrator AAVF-GL is proposed. ► The important properties of the new integrator AAVF-GL are shown. ► Numerical experiment is carried out compared with AVF method etc. appeared recently.

  2. Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

    Energy Technology Data Exchange (ETDEWEB)

    Basharov, A. M., E-mail: basharov@gmail.com [National Research Centre ' Kurchatov Institute,' (Russian Federation)

    2012-09-15

    It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are 'locked' inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

  3. Partial differential equations of mathematical physics

    CERN Document Server

    Sobolev, S L

    1964-01-01

    Partial Differential Equations of Mathematical Physics emphasizes the study of second-order partial differential equations of mathematical physics, which is deemed as the foundation of investigations into waves, heat conduction, hydrodynamics, and other physical problems. The book discusses in detail a wide spectrum of topics related to partial differential equations, such as the theories of sets and of Lebesgue integration, integral equations, Green's function, and the proof of the Fourier method. Theoretical physicists, experimental physicists, mathematicians engaged in pure and applied math

  4. Complex centers of polynomial differential equations

    Directory of Open Access Journals (Sweden)

    Mohamad Ali M. Alwash

    2007-07-01

    Full Text Available We present some results on the existence and nonexistence of centers for polynomial first order ordinary differential equations with complex coefficients. In particular, we show that binomial differential equations without linear terms do not have complex centers. Classes of polynomial differential equations, with more than two terms, are presented that do not have complex centers. We also study the relation between complex centers and the Pugh problem. An algorithm is described to solve the Pugh problem for equations without complex centers. The method of proof involves phase plane analysis of the polar equations and a local study of periodic solutions.

  5. From ordinary to partial differential equations

    CERN Document Server

    Esposito, Giampiero

    2017-01-01

    This book is addressed to mathematics and physics students who want to develop an interdisciplinary view of mathematics, from the age of Riemann, Poincaré and Darboux to basic tools of modern mathematics. It enables them to acquire the sensibility necessary for the formulation and solution of difficult problems, with an emphasis on concepts, rigour and creativity. It consists of eight self-contained parts: ordinary differential equations; linear elliptic equations; calculus of variations; linear and non-linear hyperbolic equations; parabolic equations; Fuchsian functions and non-linear equations; the functional equations of number theory; pseudo-differential operators and pseudo-differential equations. The author leads readers through the original papers and introduces new concepts, with a selection of topics and examples that are of high pedagogical value.

  6. On Degenerate Partial Differential Equations

    OpenAIRE

    Chen, Gui-Qiang G.

    2010-01-01

    Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate parti...

  7. Differential equations and finite groups

    NARCIS (Netherlands)

    Put, Marius van der; Ulmer, Felix

    2000-01-01

    The classical solution of the Riemann-Hilbert problem attaches to a given representation of the fundamental group a regular singular linear differential equation. We present a method to compute this differential equation in the case of a representation with finite image. The approach uses Galois

  8. Statistical Methods for Stochastic Differential Equations

    CERN Document Server

    Kessler, Mathieu; Sorensen, Michael

    2012-01-01

    The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp

  9. ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY

    OpenAIRE

    Enrique Gonzalo Reyes Garcia

    2004-01-01

    ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY Equations in partial derivatives appeared in the 18th century as essential tools for the analytic study of physical models and, later, they proved to be fundamental for the progress of mathematics. For example, fundamental results of modern differential geometry are based on deep theorems on differential equations. Reciprocally, it is possible to study differential equations through geometrical means just like it was done by o...

  10. Dichotomies for generalized ordinary differential equations and applications

    Science.gov (United States)

    Bonotto, E. M.; Federson, M.; Santos, F. L.

    2018-03-01

    In this work we establish the theory of dichotomies for generalized ordinary differential equations, introducing the concepts of dichotomies for these equations, investigating their properties and proposing new results. We establish conditions for the existence of exponential dichotomies and bounded solutions. Using the correspondences between generalized ordinary differential equations and other equations, we translate our results to measure differential equations and impulsive differential equations. The fact that we work in the framework of generalized ordinary differential equations allows us to manage functions with many discontinuities and of unbounded variation.

  11. A generalized AKNS hierarchy and its bi-Hamiltonian structures

    International Nuclear Information System (INIS)

    Xia Tiecheng; You Fucai; Chen Dengyuan

    2005-01-01

    First we construct a new isospectral problem with 8 potentials in the present paper. And then a new Lax pair is presented. By making use of Tu scheme, a class of new soliton hierarchy of equations is derived, which is integrable in the sense of Liouville and possesses bi-Hamiltonian structures. After making some reductions, the well-known AKNS hierarchy and other hierarchies of evolution equations are obtained. Finally, in order to illustrate that soliton hierarchy obtained in the paper possesses bi-Hamiltonian structures exactly, we prove that the linear combination of two-Hamiltonian operators admitted are also a Hamiltonian operator constantly. We point out that two Hamiltonian operators obtained of the system are directly derived from a recurrence relations, not from a recurrence operator

  12. Multiple Time-Step Dual-Hamiltonian Hybrid Molecular Dynamics - Monte Carlo Canonical Propagation Algorithm.

    Science.gov (United States)

    Chen, Yunjie; Kale, Seyit; Weare, Jonathan; Dinner, Aaron R; Roux, Benoît

    2016-04-12

    A multiple time-step integrator based on a dual Hamiltonian and a hybrid method combining molecular dynamics (MD) and Monte Carlo (MC) is proposed to sample systems in the canonical ensemble. The Dual Hamiltonian Multiple Time-Step (DHMTS) algorithm is based on two similar Hamiltonians: a computationally expensive one that serves as a reference and a computationally inexpensive one to which the workload is shifted. The central assumption is that the difference between the two Hamiltonians is slowly varying. Earlier work has shown that such dual Hamiltonian multiple time-step schemes effectively precondition nonlinear differential equations for dynamics by reformulating them into a recursive root finding problem that can be solved by propagating a correction term through an internal loop, analogous to RESPA. Of special interest in the present context, a hybrid MD-MC version of the DHMTS algorithm is introduced to enforce detailed balance via a Metropolis acceptance criterion and ensure consistency with the Boltzmann distribution. The Metropolis criterion suppresses the discretization errors normally associated with the propagation according to the computationally inexpensive Hamiltonian, treating the discretization error as an external work. Illustrative tests are carried out to demonstrate the effectiveness of the method.

  13. Fermat type differential and difference equations

    Directory of Open Access Journals (Sweden)

    Kai Liu

    2015-06-01

    Full Text Available This article we explore the relationship between the number of differential and difference operators with the existence of meromorphic solutions of Fermat type differential and difference equations. Some Fermat differential and difference equations of certain types are also considered.

  14. Legendre-tau approximations for functional differential equations

    Science.gov (United States)

    Ito, K.; Teglas, R.

    1986-01-01

    The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.

  15. PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS

    Directory of Open Access Journals (Sweden)

    Korhan KARABULUT

    1998-03-01

    Full Text Available Partial differential equations arise in almost all fields of science and engineering. Computer time spent in solving partial differential equations is much more than that of in any other problem class. For this reason, partial differential equations are suitable to be solved on parallel computers that offer great computation power. In this study, parallel solution to partial differential equations with Jacobi, Gauss-Siedel, SOR (Succesive OverRelaxation and SSOR (Symmetric SOR algorithms is studied.

  16. Introduction to complex theory of differential equations

    CERN Document Server

    Savin, Anton

    2017-01-01

    This book discusses the complex theory of differential equations or more precisely, the theory of differential equations on complex-analytic manifolds. Although the theory of differential equations on real manifolds is well known – it is described in thousands of papers and its usefulness requires no comments or explanations – to date specialists on differential equations have not focused on the complex theory of partial differential equations. However, as well as being remarkably beautiful, this theory can be used to solve a number of problems in real theory, for instance, the Poincaré balayage problem and the mother body problem in geophysics. The monograph does not require readers to be familiar with advanced notions in complex analysis, differential equations, or topology. With its numerous examples and exercises, it appeals to advanced undergraduate and graduate students, and also to researchers wanting to familiarize themselves with the subject.

  17. A parcel formulation for Hamiltonian layer models

    NARCIS (Netherlands)

    Bokhove, Onno; Oliver, M.

    Starting from the three-dimensional hydrostatic primitive equations, we derive Hamiltonian N-layer models with isentropic tropospheric and isentropic or isothermal stratospheric layers. Our construction employs a new parcel Hamiltonian formulation which describes the fluid as a continuum of

  18. Non-instantaneous impulses in differential equations

    CERN Document Server

    Agarwal, Ravi; O'Regan, Donal

    2017-01-01

    This monograph is the first published book devoted to the theory of differential equations with non-instantaneous impulses. It aims to equip the reader with mathematical models and theory behind real life processes in physics, biology, population dynamics, ecology and pharmacokinetics. The authors examine a wide scope of differential equations with non-instantaneous impulses through three comprehensive chapters, providing an all-rounded and unique presentation on the topic, including: - Ordinary differential equations with non-instantaneous impulses (scalar and n-dimensional case) - Fractional differential equa tions with non-instantaneous impulses (with Caputo fractional derivatives of order q ϵ (0, 1)) - Ordinary differential equations with non-instantaneous impulses occurring at random moments (with exponential, Erlang, or Gamma distribution) Each chapter focuses on theory, proofs and examples, and contains numerous graphs to enrich the reader’s understanding. Additionally, a carefully selected bibliogr...

  19. Quasi-exact solutions of nonlinear differential equations

    OpenAIRE

    Kudryashov, Nikolay A.; Kochanov, Mark B.

    2014-01-01

    The concept of quasi-exact solutions of nonlinear differential equations is introduced. Quasi-exact solution expands the idea of exact solution for additional values of parameters of differential equation. These solutions are approximate solutions of nonlinear differential equations but they are close to exact solutions. Quasi-exact solutions of the the Kuramoto--Sivashinsky, the Korteweg--de Vries--Burgers and the Kawahara equations are founded.

  20. On a complex differential Riccati equation

    International Nuclear Information System (INIS)

    Khmelnytskaya, Kira V; Kravchenko, Vladislav V

    2008-01-01

    We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schroedinger equation and enjoys many properties similar to those of the ordinary differential Riccati equation such as the famous Euler theorems, the Picard theorem and others. Besides these generalizations of the classical 'one-dimensional' results, we discuss new features of the considered equation including an analogue of the Cauchy integral theorem

  1. Hamilton-Jacobi theorems for regular reducible Hamiltonian systems on a cotangent bundle

    Science.gov (United States)

    Wang, Hong

    2017-09-01

    In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system and regular reduced Hamiltonian systems are given. At first, an important lemma is proved, and it is a modification for the corresponding result of Abraham and Marsden (1978), such that we can prove two types of geometric Hamilton-Jacobi theorem for a Hamiltonian system on the cotangent bundle of a configuration manifold, by using the symplectic form and dynamical vector field. Then these results are generalized to the regular reducible Hamiltonian system with symmetry and momentum map, by using the reduced symplectic form and the reduced dynamical vector field. The Hamilton-Jacobi theorems are proved and two types of Hamilton-Jacobi equations, for the regular point reduced Hamiltonian system and the regular orbit reduced Hamiltonian system, are obtained. As an application of the theoretical results, the regular point reducible Hamiltonian system on a Lie group is considered, and two types of Lie-Poisson Hamilton-Jacobi equation for the regular point reduced system are given. In particular, the Type I and Type II of Lie-Poisson Hamilton-Jacobi equations for the regular point reduced rigid body and heavy top systems are shown, respectively.

  2. Bi-Hamiltonian operators, integrable flows of curves using moving frames and geometric map equations

    International Nuclear Information System (INIS)

    Anco, Stephen C

    2006-01-01

    Moving frames of various kinds are used to derive bi-Hamiltonian operators and associated hierarchies of multi-component soliton equations from group-invariant flows of non-stretching curves in constant-curvature manifolds and Lie-group manifolds. The hierarchy in the constant-curvature case consists of a vector mKdV equation coming from a parallel frame, a vector potential mKdV equation coming from a covariantly constant frame, and higher order counterparts generated by an underlying vector mKdV recursion operator. In the Lie-group case, the hierarchy comprises a group-invariant analogue of the vector NLS equation coming from a left-invariant frame, along with higher order counterparts generated by a recursion operator that is like a square root of the mKdV one. The corresponding respective curve flows are found to be given by geometric nonlinear PDEs, specifically mKdV and group-invariant analogues of Schroedinger maps. In all cases the hierarchies also contain variants of vector sine-Gordon equations arising from the kernel of the respective recursion operators. The geometric PDEs that describe the corresponding curve flows are shown to be wave maps

  3. Bi-Hamiltonian operators, integrable flows of curves using moving frames and geometric map equations

    Energy Technology Data Exchange (ETDEWEB)

    Anco, Stephen C [Department of Mathematics, Brock University, St Catharines, ON (Canada)

    2006-03-03

    Moving frames of various kinds are used to derive bi-Hamiltonian operators and associated hierarchies of multi-component soliton equations from group-invariant flows of non-stretching curves in constant-curvature manifolds and Lie-group manifolds. The hierarchy in the constant-curvature case consists of a vector mKdV equation coming from a parallel frame, a vector potential mKdV equation coming from a covariantly constant frame, and higher order counterparts generated by an underlying vector mKdV recursion operator. In the Lie-group case, the hierarchy comprises a group-invariant analogue of the vector NLS equation coming from a left-invariant frame, along with higher order counterparts generated by a recursion operator that is like a square root of the mKdV one. The corresponding respective curve flows are found to be given by geometric nonlinear PDEs, specifically mKdV and group-invariant analogues of Schroedinger maps. In all cases the hierarchies also contain variants of vector sine-Gordon equations arising from the kernel of the respective recursion operators. The geometric PDEs that describe the corresponding curve flows are shown to be wave maps.

  4. Discrete coupled derivative nonlinear Schroedinger equations and their quasi-periodic solutions

    International Nuclear Information System (INIS)

    Geng Xianguo; Su Ting

    2007-01-01

    A hierarchy of nonlinear differential-difference equations associated with a discrete isospectral problem is proposed, in which a typical differential-difference equation is a discrete coupled derivative nonlinear Schroedinger equation. With the help of the nonlinearization of the Lax pairs, the hierarchy of nonlinear differential-difference equations is decomposed into a new integrable symplectic map and a class of finite-dimensional integrable Hamiltonian systems. Based on the theory of algebraic curve, the Abel-Jacobi coordinates are introduced to straighten out the corresponding flows, from which quasi-periodic solutions for these differential-difference equations are obtained resorting to the Riemann-theta functions. Moreover, a (2+1)-dimensional discrete coupled derivative nonlinear Schroedinger equation is proposed and its quasi-periodic solutions are derived

  5. A Trigonometrically Fitted Block Method for Solving Oscillatory Second-Order Initial Value Problems and Hamiltonian Systems

    OpenAIRE

    Ngwane, F. F.; Jator, S. N.

    2017-01-01

    In this paper, we present a block hybrid trigonometrically fitted Runge-Kutta-Nyström method (BHTRKNM), whose coefficients are functions of the frequency and the step-size for directly solving general second-order initial value problems (IVPs), including Hamiltonian systems such as the energy conserving equations and systems arising from the semidiscretization of partial differential equations (PDEs). Four discrete hybrid formulas used to formulate the BHTRKNM are provided by a continuous one...

  6. Numerical Analysis of Partial Differential Equations

    CERN Document Server

    Lui, S H

    2011-01-01

    A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis

  7. Stochastic differential equation model to Prendiville processes

    International Nuclear Information System (INIS)

    Granita; Bahar, Arifah

    2015-01-01

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution

  8. Stochastic differential equation model to Prendiville processes

    Energy Technology Data Exchange (ETDEWEB)

    Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

    2015-10-22

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  9. Introductory course on differential equations

    CERN Document Server

    Gorain, Ganesh C

    2014-01-01

    Introductory Course on DIFFERENTIAL EQUATIONS provides an excellent exposition of the fundamentals of ordinary and partial differential equations and is ideally suited for a first course of undergraduate students of mathematics, physics and engineering. The aim of this book is to present the elementary theories of differential equations in the forms suitable for use of those students whose main interest in the subject are based on simple mathematical ideas. KEY FEATURES: Discusses the subject in a systematic manner without sacrificing mathematical rigour. A variety of exercises drill the students in problem solving in view of the mathematical theories explained in the book. Worked out examples illustrated according to the theories developed in the book with possible alternatives. Exhaustive collection of problems and the simplicity of presentation differentiate this book from several others. Material contained will help teachers as well as aspiring students of different competitive examinations.

  10. Introduction to partial differential equations

    CERN Document Server

    Borthwick, David

    2016-01-01

    This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.

  11. SOLVING THE HAMILTONIAN CYCLE PROBLEM USING SYMBOLIC DETERMINANTS

    OpenAIRE

    Ejov, V.; Filar, J. A.; Lucas, S. K.; Nelson, J. L.

    2006-01-01

    In this note we show how the Hamiltonian Cycle problem can be reduced to solving a system of polynomial equations related to the adjacency matrix of a graph. This system of equations can be solved using the method of Gröbner bases, but we also show how a symbolic determinant related to the adjacency matrix can be used to directly decide whether a graph has a Hamiltonian cycle.

  12. Trends in differential equations and applications

    CERN Document Server

    Neble, María; Galván, José

    2016-01-01

    This work collects the most important results presented at the Congress on Differential Equations and Applications/Congress on Applied Mathematics (CEDYA/CMA) in Cádiz (Spain) in 2015. It supports further research in differential equations, numerical analysis, mechanics, control and optimization. In particular, it helps readers gain an overview of specific problems of interest in the current mathematical research related to different branches of applied mathematics. This includes the analysis of nonlinear partial differential equations, exact solutions techniques for ordinary differential equations, numerical analysis and numerical simulation of some models arising in experimental sciences and engineering, control and optimization, and also trending topics on numerical linear Algebra, dynamical systems, and applied mathematics for Industry. This volume is mainly addressed to any researcher interested in the applications of mathematics, especially in any subject mentioned above. It may be also useful to PhD s...

  13. Quantization of non-Hamiltonian physical systems

    International Nuclear Information System (INIS)

    Bolivar, A.O.

    1998-09-01

    We propose a general method of quantization of non-Hamiltonian physical systems. Applying it, for example, to a dissipative system coupled to a thermal reservoir described by the Fokker-Planck equation, we are able to obtain the Caldeira-Leggett master equation, the non-linear Schroedinger-Langevin equation and Caldirola-Kanai equation (with an additional term), as particular cases. (author)

  14. Stochastic Differential Equations and Kondratiev Spaces

    Energy Technology Data Exchange (ETDEWEB)

    Vaage, G.

    1995-05-01

    The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.

  15. Spectral theories for linear differential equations

    International Nuclear Information System (INIS)

    Sell, G.R.

    1976-01-01

    The use of spectral analysis in the study of linear differential equations with constant coefficients is not only a fundamental technique but also leads to far-reaching consequences in describing the qualitative behaviour of the solutions. The spectral analysis, via the Jordan canonical form, will not only lead to a representation theorem for a basis of solutions, but will also give a rather precise statement of the (exponential) growth rates of various solutions. Various attempts have been made to extend this analysis to linear differential equations with time-varying coefficients. The most complete such extensions is the Floquet theory for equations with periodic coefficients. For time-varying linear differential equations with aperiodic coefficients several authors have attempted to ''extend'' the Foquet theory. The precise meaning of such an extension is itself a problem, and we present here several attempts in this direction that are related to the general problem of extending the spectral analysis of equations with constant coefficients. The main purpose of this paper is to introduce some problems of current research. The primary problem we shall examine occurs in the context of linear differential equations with almost periodic coefficients. We call it ''the Floquet problem''. (author)

  16. On implicit abstract neutral nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br [Universidade de São Paulo, Departamento de Computação e Matemática, Faculdade de Filosofia Ciências e Letras de Ribeirão Preto (Brazil); O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie [National University of Ireland, School of Mathematics, Statistics and Applied Mathematics (Ireland)

    2016-04-15

    In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.

  17. International Conference on Differential and Difference Equations with Applications

    CERN Document Server

    Došlá, Zuzana; Došlý, Ondrej; Kloeden, Peter

    2016-01-01

    Aimed at the community of mathematicians working on ordinary and partial differential equations, difference equations, and functional equations, this book contains selected papers based on the presentations at the International Conference on Differential and Difference Equations and Applications (ICDDEA) 2015, dedicated to the memory of Professor Georg Sell. Contributions include new trends in the field of differential and difference equations, applications of differential and difference equations, as well as high-level survey results. The main aim of this recurring conference series is to promote, encourage, cooperate, and bring together researchers in the fields of differential and difference equations. All areas of differential and difference equations are represented, with special emphasis on applications.

  18. Differential realizations of the two-mode bosonic and fermionic ...

    Indian Academy of Sciences (India)

    fixed number ϳ and in (35), the Hamiltonian is expressed in terms of one boson operator a1. The transformed Hamiltonian H, in the Bargmann-Fock space, plays an important role in the quasi-exact solution of eq. (1). It can be transformed in the form of one-dimensional differential equations in the Bargmann-Fock space.

  19. Sparse dynamics for partial differential equations.

    Science.gov (United States)

    Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D; Osher, Stanley

    2013-04-23

    We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms.

  20. Exponentially Convergent Algorithms for Abstract Differential Equations

    CERN Document Server

    Gavrilyuk, Ivan; Vasylyk, Vitalii

    2011-01-01

    This book presents new accurate and efficient exponentially convergent methods for abstract differential equations with unbounded operator coefficients in Banach space. These methods are highly relevant for the practical scientific computing since the equations under consideration can be seen as the meta-models of systems of ordinary differential equations (ODE) as well as the partial differential equations (PDEs) describing various applied problems. The framework of functional analysis allows one to obtain very general but at the same time transparent algorithms and mathematical results which

  1. GLOBAL LINEARIZATION OF DIFFERENTIAL EQUATIONS WITH SPECIAL STRUCTURES

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    This paper introduces the global linearization of the differential equations with special structures.The function in the differential equation is unbounded.We prove that the differential equation with unbounded function can be topologically linearlized if it has a special structure.

  2. An integrable Hamiltonian hierarchy and its constrained flows with generalized Hamiltonian regular representations, as well as its expanding integrable system

    International Nuclear Information System (INIS)

    Zhang Yufeng

    2003-01-01

    A new subalgebra of loop algebra A-tilde 2 is first constructed. It follows that an isospectral problem is established. Using Tu-pattern gives rise to a new integrable hierarchy, which possesses bi-Hamiltonian structure. As its reduction cases, the well-known standard Schrodinger equation and MKdV equation are presented, respectively. Furthermore, by making use of bi-symmetry constraints, generalized Hamiltonian regular representations for the hierarchy are obtained. At last, we obtain an expanding integrable system of this hierarchy by applying a scalar transformation between two isospectral problems and constructing a five-dimensional loop algebra G-tilde. In particular, the expanding integrable models of Schrodinger equation and MKdV equation are presented, respectively

  3. Differential equations inverse and direct problems

    CERN Document Server

    Favini, Angelo

    2006-01-01

    DEGENERATE FIRST ORDER IDENTIFICATION PROBLEMS IN BANACH SPACES A NONISOTHERMAL DYNAMICAL GINZBURG-LANDAU MODEL OF SUPERCONDUCTIVITY. EXISTENCE AND UNIQUENESS THEOREMSSOME GLOBAL IN TIME RESULTS FOR INTEGRODIFFERENTIAL PARABOLIC INVERSE PROBLEMSFOURTH ORDER ORDINARY DIFFERENTIAL OPERATORS WITH GENERAL WENTZELL BOUNDARY CONDITIONSTUDY OF ELLIPTIC DIFFERENTIAL EQUATIONS IN UMD SPACESDEGENERATE INTEGRODIFFERENTIAL EQUATIONS OF PARABOLIC TYPE EXPONENTIAL ATTRACTORS FOR SEMICONDUCTOR EQUATIONSCONVERGENCE TO STATIONARY STATES OF SOLUTIONS TO THE SEMILINEAR EQUATION OF VISCOELASTICITY ASYMPTOTIC BEHA

  4. Solving Differential Equations in R: Package deSolve

    Science.gov (United States)

    In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...

  5. Linear measure functional differential equations with infinite delay

    OpenAIRE

    Monteiro, G. (Giselle Antunes); Slavík, A.

    2014-01-01

    We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.

  6. Dielectric energy versus plasma energy, and Hamiltonian action-angle variables for the Vlasov equation

    International Nuclear Information System (INIS)

    Morrison, P.J.

    1992-04-01

    Expressions for the energy content of one-dimensional electrostatic perturbations about homogeneous equilibria are revisited. The well-known dielectric energy, var-epsilon D , is compared with the exact plasma free energy expression, δ 2 F, that is conserved by the Vlasov-Poisson system. The former is an expression in terms of the perturbed electric field amplitude, while the latter is determined by a generating function, which describes perturbations of the distribution function that respect the important constraint of dynamical accessibility of the system. Thus the comparison requires solving the Vlasov equation for such a perturbations of the distribution function in terms of the electric field. This is done for neutral modes of oscillation that occur for equilibria with stationary inflection points, and it is seen that for these special modes δ 2 F = var-epsilon D . In the case of unstable and corresponding damped modes it is seen that δ 2 F ≠ var-epsilon D ; in fact δ 2 F ≡ 0. This failure of the dielectric energy expression persists even for arbitrarily small growth and damping rates since var-epsilon D is nonzero in this limit, whereas δ 2 F remains zero. The connection between the new exact energy expression and the at-best approximate var-epsilon D is described. The new expression motivates natural definitions of Hamiltonian action variables and signature. A general linear integral transform is introduced that maps the linear version of the noncanonical Hamiltonian structure, which describes the Vlasov equation, to action-angle (diagonal) form

  7. Lie algebras and linear differential equations.

    Science.gov (United States)

    Brockett, R. W.; Rahimi, A.

    1972-01-01

    Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.

  8. Introduction to differential equations with dynamical systems

    CERN Document Server

    Campbell, Stephen L

    2011-01-01

    Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduction to Differential Equations with Dynamical Systems is directed toward students. This concise and up-to-date textbook addresses the challenges that undergraduate mathematics, engineering, and science students experience during a first course on differential equations. And, while covering all the standard parts of the subject, the book emphasizes linear constant coefficient equations and applications, including the topics essential to engineering students. Stephen Campbell and Richard Haberman--using carefully worded derivations, elementary explanations, and examples, exercises, and figures rather than theorems and proofs--have written a book that makes learning and teaching differential equations easier and more relevant. The book also presents elementary dynamical systems in a unique and flexible way that is suitable for all courses, regardless of length.

  9. On solutions of variable-order fractional differential equations

    Directory of Open Access Journals (Sweden)

    Ali Akgül

    2017-01-01

    solutions to fractional differential equations are compelling to get in real applications, due to the nonlocality and complexity of the fractional differential operators, especially for variable-order fractional differential equations. Therefore, it is significant to enhanced numerical methods for fractional differential equations. In this work, we consider variable-order fractional differential equations by reproducing kernel method. There has been much attention in the use of reproducing kernels for the solutions to many problems in the recent years. We give two examples to demonstrate how efficiently our theory can be implemented in practice.

  10. Difference and differential equations with applications in queueing theory

    CERN Document Server

    Haghighi, Aliakbar Montazer

    2013-01-01

      A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference and Differential Equations with Applications in Queueing Theory presents the unique connections between the methods and applications of differential equations, difference equations, and Markovian queues. Featuring a comprehensive collection of

  11. Solving Differential Equations in R: Package deSolve

    NARCIS (Netherlands)

    Soetaert, K.E.R.; Petzoldt, T.; Setzer, R.W.

    2010-01-01

    In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines approach. The

  12. Orbits and variational principles for conservative Hamiltonian systems

    International Nuclear Information System (INIS)

    Torres del Castillo, G.F.

    1989-01-01

    It is shown that for any Hamiltonian system whose Hamiltonian is time-independent the equations that determine the orbits followed by the system, without making reference to time, have the form of Hamilton's equations in a phase space of dimension two units smaller than that of the original phase space. By considering the cases of classical mechanics and of geometrical optics, it is shown that this result amounts, respectively, to Maupertuis' least action principle and to Fermat's principle. (Author)

  13. A generalized fractional sub-equation method for fractional differential equations with variable coefficients

    International Nuclear Information System (INIS)

    Tang, Bo; He, Yinnian; Wei, Leilei; Zhang, Xindong

    2012-01-01

    In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space–time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics. -- Highlights: ► Study of fractional differential equations with variable coefficients plays a role in applied physical sciences. ► It is shown that the proposed algorithm is effective for solving fractional differential equations with variable coefficients. ► The obtained solutions may give insight into many considerable physical processes.

  14. Hamiltonian structure of linearly extended Virasoro algebra

    International Nuclear Information System (INIS)

    Arakelyan, T.A.; Savvidi, G.K.

    1991-01-01

    The Hamiltonian structure of linearly extended Virasoro algebra which admits free bosonic field representation is described. An example of a non-trivial extension is found. The hierarchy of integrable non-linear equations corresponding to this Hamiltonian structure is constructed. This hierarchy admits the Lax representation by matrix Lax operator of second order

  15. Introduction to numerical methods for time dependent differential equations

    CERN Document Server

    Kreiss, Heinz-Otto

    2014-01-01

    Introduces both the fundamentals of time dependent differential equations and their numerical solutions Introduction to Numerical Methods for Time Dependent Differential Equations delves into the underlying mathematical theory needed to solve time dependent differential equations numerically. Written as a self-contained introduction, the book is divided into two parts to emphasize both ordinary differential equations (ODEs) and partial differential equations (PDEs). Beginning with ODEs and their approximations, the authors provide a crucial presentation of fundamental notions, such as the t

  16. Quadratic time dependent Hamiltonians and separation of variables

    International Nuclear Information System (INIS)

    Anzaldo-Meneses, A.

    2017-01-01

    Time dependent quantum problems defined by quadratic Hamiltonians are solved using canonical transformations. The Green’s function is obtained and a comparison with the classical Hamilton–Jacobi method leads to important geometrical insights like exterior differential systems, Monge cones and time dependent Gaussian metrics. The Wei–Norman approach is applied using unitary transformations defined in terms of generators of the associated Lie groups, here the semi-direct product of the Heisenberg group and the symplectic group. A new explicit relation for the unitary transformations is given in terms of a finite product of elementary transformations. The sequential application of adequate sets of unitary transformations leads naturally to a new separation of variables method for time dependent Hamiltonians, which is shown to be related to the Inönü–Wigner contraction of Lie groups. The new method allows also a better understanding of interacting particles or coupled modes and opens an alternative way to analyze topological phases in driven systems. - Highlights: • Exact unitary transformation reducing time dependent quadratic quantum Hamiltonian to zero. • New separation of variables method and simultaneous uncoupling of modes. • Explicit examples of transformations for one to four dimensional problems. • New general evolution equation for quadratic form in the action, respectively Green’s function.

  17. General technique to produce isochronous Hamiltonians

    International Nuclear Information System (INIS)

    Calogero, F; Leyvraz, F

    2007-01-01

    We introduce a new technique-characterized by an arbitrary positive constant Ω, with which we associate the period T = 2π/Ω-to 'Ω-modify' a Hamiltonian so that the new Hamiltonian thereby obtained is entirely isochronous, namely it yields motions all of which (except possibly for a lower dimensional set of singular motions) are periodic with the same fixed period T in all their degrees of freedom. This technique transforms real autonomous Hamiltonians into Ω-modified Hamiltonians which are also real and autonomous, and it is widely applicable, for instance, to the most general many-body problem characterized by Newtonian equations of motion ('acceleration equal force') provided it is translation invariant. The Ω-modified Hamiltonians are of course not translation invariant, but for Ω = 0 they reduce (up to marginal changes) to the unmodified Hamiltonians they were obtained from. Hence, when this technique is applied to translation-invariant Hamiltonians yielding, in their center-of-mass systems, chaotic motions with a natural time scale much smaller than T, the corresponding Ω-modified Hamiltonians shall display a chaotic behavior for quite some time before the isochronous character of the motions takes over. We moreover show that the quantized versions of these Ω-modified Hamiltonians feature equispaced spectra

  18. First-order partial differential equations

    CERN Document Server

    Rhee, Hyun-Ku; Amundson, Neal R

    2001-01-01

    This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of mo

  19. Hamiltonian approach to GR. Pt. 2. Covariant theory of quantum gravity

    Energy Technology Data Exchange (ETDEWEB)

    Cremaschini, Claudio [Faculty of Philosophy and Science, Silesian University in Opava, Institute of Physics and Research Center for Theoretical Physics and Astrophysics, Opava (Czech Republic); Tessarotto, Massimo [University of Trieste, Department of Mathematics and Geosciences, Trieste (Italy); Faculty of Philosophy and Science, Silesian University in Opava, Institute of Physics, Opava (Czech Republic)

    2017-05-15

    A non-perturbative quantum field theory of General Relativity is presented which leads to a new realization of the theory of covariant quantum gravity (CQG-theory). The treatment is founded on the recently identified Hamiltonian structure associated with the classical space-time, i.e., the corresponding manifestly covariant Hamilton equations and the related Hamilton-Jacobi theory. The quantum Hamiltonian operator and the CQG-wave equation for the corresponding CQG-state and wave function are realized in 4-scalar form. The new quantum wave equation is shown to be equivalent to a set of quantum hydrodynamic equations which warrant the consistency with the classical GR Hamilton-Jacobi equation in the semiclassical limit. A perturbative approximation scheme is developed, which permits the adoption of the harmonic oscillator approximation for the treatment of the Hamiltonian potential. As an application of the theory, the stationary vacuum CQG-wave equation is studied, yielding a stationary equation for the CQG-state in terms of the 4-scalar invariant-energy eigenvalue associated with the corresponding approximate quantum Hamiltonian operator. The conditions for the existence of a discrete invariant-energy spectrum are pointed out. This yields a possible estimate for the graviton mass together with a new interpretation about the quantum origin of the cosmological constant. (orig.)

  20. A current value Hamiltonian Approach for Discrete time Optimal Control Problems arising in Economic Growth

    OpenAIRE

    Naz, Rehana

    2018-01-01

    Pontrygin-type maximum principle is extended for the present value Hamiltonian systems and current value Hamiltonian systems of nonlinear difference equations for uniform time step $h$. A new method termed as a discrete time current value Hamiltonian method is established for the construction of first integrals for current value Hamiltonian systems of ordinary difference equations arising in Economic growth theory.

  1. Polygons of differential equations for finding exact solutions

    International Nuclear Information System (INIS)

    Kudryashov, Nikolai A.; Demina, Maria V.

    2007-01-01

    A method for finding exact solutions of nonlinear differential equations is presented. Our method is based on the application of polygons corresponding to nonlinear differential equations. It allows one to express exact solutions of the equation studied through solutions of another equation using properties of the basic equation itself. The ideas of power geometry are used and developed. Our approach has a pictorial interpretation, which is illustrative and effective. The method can be also applied for finding transformations between solutions of differential equations. To demonstrate the method application exact solutions of several equations are found. These equations are: the Korteveg-de Vries-Burgers equation, the generalized Kuramoto-Sivashinsky equation, the fourth-order nonlinear evolution equation, the fifth-order Korteveg-de Vries equation, the fifth-order modified Korteveg-de Vries equation and the sixth-order nonlinear evolution equation describing turbulent processes. Some new exact solutions of nonlinear evolution equations are given

  2. Solving Nonlinear Coupled Differential Equations

    Science.gov (United States)

    Mitchell, L.; David, J.

    1986-01-01

    Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.

  3. Ordinary differential equation for local accumulation time.

    Science.gov (United States)

    Berezhkovskii, Alexander M

    2011-08-21

    Cell differentiation in a developing tissue is controlled by the concentration fields of signaling molecules called morphogens. Formation of these concentration fields can be described by the reaction-diffusion mechanism in which locally produced molecules diffuse through the patterned tissue and are degraded. The formation kinetics at a given point of the patterned tissue can be characterized by the local accumulation time, defined in terms of the local relaxation function. Here, we show that this time satisfies an ordinary differential equation. Using this equation one can straightforwardly determine the local accumulation time, i.e., without preliminary calculation of the relaxation function by solving the partial differential equation, as was done in previous studies. We derive this ordinary differential equation together with the accompanying boundary conditions and demonstrate that the earlier obtained results for the local accumulation time can be recovered by solving this equation. © 2011 American Institute of Physics

  4. Asymptotic integration of differential and difference equations

    CERN Document Server

    Bodine, Sigrun

    2015-01-01

    This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers i...

  5. Schwarz maps of algebraic linear ordinary differential equations

    Science.gov (United States)

    Sanabria Malagón, Camilo

    2017-12-01

    A linear ordinary differential equation is called algebraic if all its solution are algebraic over its field of definition. In this paper we solve the problem of finding closed form solution to algebraic linear ordinary differential equations in terms of standard equations. Furthermore, we obtain a method to compute all algebraic linear ordinary differential equations with rational coefficients by studying their associated Schwarz map through the Picard-Vessiot Theory.

  6. NUMERICAL HOPF BIFURCATION OF DELAY-DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    In this paper we consider the numerical solution of some delay differential equations undergoing a Hopf bifurcation. We prove that if the delay differential equations have a Hopf bifurcation point atλ=λ*, then the numerical solution of the equation also has a Hopf bifurcation point atλh =λ* + O(h).

  7. Calculation of similarity solutions of partial differential equations

    International Nuclear Information System (INIS)

    Dresner, L.

    1980-08-01

    When a partial differential equation in two independent variables is invariant to a group G of stretching transformations, it has similarity solutions that can be found by solving an ordinary differential equation. Under broad conditions, this ordinary differential equation is also invariant to another stretching group G', related to G. The invariance of the ordinary differential equation to G' can be used to simplify its solution, particularly if it is of second order. Then a method of Lie's can be used to reduce it to a first-order equation, the study of which is greatly facilitated by analysis of its direction field. The method developed here is applied to three examples: Blasius's equation for boundary layer flow over a flat plate and two nonlinear diffusion equations, cc/sub t/ = c/sub zz/ and c/sub t/ = (cc/sub z/)/sub z/

  8. Finite-dimensional Liouville integrable Hamiltonian systems generated from Lax pairs of a bi-Hamiltonian soliton hierarchy by symmetry constraints

    Science.gov (United States)

    Manukure, Solomon

    2018-04-01

    We construct finite-dimensional Hamiltonian systems by means of symmetry constraints from the Lax pairs and adjoint Lax pairs of a bi-Hamiltonian hierarchy of soliton equations associated with the 3-dimensional special linear Lie algebra, and discuss the Liouville integrability of these systems based on the existence of sufficiently many integrals of motion.

  9. Teaching Modeling with Partial Differential Equations: Several Successful Approaches

    Science.gov (United States)

    Myers, Joseph; Trubatch, David; Winkel, Brian

    2008-01-01

    We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…

  10. Differential equations I essentials

    CERN Document Server

    REA, Editors of

    2012-01-01

    REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Differential Equations I covers first- and second-order equations, series solutions, higher-order linear equations, and the Laplace transform.

  11. Multi-Hamiltonian structure of Lotka-Volterra and quantum Volterra models

    International Nuclear Information System (INIS)

    Cronstroem, C.; Noga, M.

    1995-01-01

    We consider evolution equations of the Lotka-Volterra type, and elucidate especially their formulation as canonical Hamiltonian systems. The general conditions under which these equations admit several conserved quantities (multi-Hamiltonians) are analysed. A special case, which is related to the Liouville model on a lattice, is considered in detail, both as a classical and as a quantum system. (orig.)

  12. On the time evolution operator for time-dependent quadratic Hamiltonians

    International Nuclear Information System (INIS)

    Fernandez, F.M.

    1989-01-01

    The Schroedinger equation with a time-dependent quadratic Hamiltonian is investigated. The time-evolution operator is written as a product of exponential operators determined by the Heisenberg equations of motion. This product operator is shown to be global in the occupation number representation when the Hamiltonian is Hermitian. The success of some physical applications of the product-form representation is explained

  13. On a quaternionic generalisation of the Riccati differential equation

    OpenAIRE

    Kravchenko, Viktor; Kravchenko, Vladislav; Williams, Benjamin

    2001-01-01

    A quaternionic partial differential equation is shown to be a generalisation of the Riccati ordinary differential equation and its relationship with the Schrodinger equation is established. Various approaches to the problem of finding particular solutions are explored, and the generalisations of two theorems of Euler on the Riccati differential equation, which correspond to the quaternionic equation, are given.

  14. An introduction to differential equations using MATLAB

    CERN Document Server

    Butt, Rizwan

    2016-01-01

    An Introduction to Differential Equations using MATLAB exploits the symbolic, numerical, and graphical capabilitiesof MATLAB to develop a thorough understanding of differential equations algorithms. This book provides the readerwith numerous applications, m-files, and practical examples to problems. Balancing theoretical concepts withcomputational speed and accuracy, the book includes numerous short programs in MATLAB that can be used to solveproblems involving first-and higher-order differential equations, Laplace transforms, linear systems of differentialequations, numerical solutions of differential equations, computer graphics, and more. The author emphasizes thebasic ideas of analytical and numerical techniques and the uses of modern mathematical software (MATLAB) ratherthan relying only on complex mathematical derivations to engineers, mathematician, computer scientists, andphysicists or for use as a textbook in applied or computational courses.A CD-ROM with all the figures, codes, solutions, appendices...

  15. Partial differential equations

    CERN Document Server

    Agranovich, M S

    2002-01-01

    Mark Vishik's Partial Differential Equations seminar held at Moscow State University was one of the world's leading seminars in PDEs for over 40 years. This book celebrates Vishik's eightieth birthday. It comprises new results and survey papers written by many renowned specialists who actively participated over the years in Vishik's seminars. Contributions include original developments and methods in PDEs and related fields, such as mathematical physics, tomography, and symplectic geometry. Papers discuss linear and nonlinear equations, particularly linear elliptic problems in angles and gener

  16. Partial Differential Equations Modeling and Numerical Simulation

    CERN Document Server

    Glowinski, Roland

    2008-01-01

    This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...

  17. Multiphase averaging of periodic soliton equations

    International Nuclear Information System (INIS)

    Forest, M.G.

    1979-01-01

    The multiphase averaging of periodic soliton equations is considered. Particular attention is given to the periodic sine-Gordon and Korteweg-deVries (KdV) equations. The periodic sine-Gordon equation and its associated inverse spectral theory are analyzed, including a discussion of the spectral representations of exact, N-phase sine-Gordon solutions. The emphasis is on physical characteristics of the periodic waves, with a motivation from the well-known whole-line solitons. A canonical Hamiltonian approach for the modulational theory of N-phase waves is prescribed. A concrete illustration of this averaging method is provided with the periodic sine-Gordon equation; explicit averaging results are given only for the N = 1 case, laying a foundation for a more thorough treatment of the general N-phase problem. For the KdV equation, very general results are given for multiphase averaging of the N-phase waves. The single-phase results of Whitham are extended to general N phases, and more importantly, an invariant representation in terms of Abelian differentials on a Riemann surface is provided. Several consequences of this invariant representation are deduced, including strong evidence for the Hamiltonian structure of N-phase modulational equations

  18. Large Scale Emerging Properties from Non Hamiltonian Complex Systems

    Directory of Open Access Journals (Sweden)

    Marco Bianucci

    2017-06-01

    Full Text Available The concept of “large scale” depends obviously on the phenomenon we are interested in. For example, in the field of foundation of Thermodynamics from microscopic dynamics, the spatial and time large scales are order of fraction of millimetres and microseconds, respectively, or lesser, and are defined in relation to the spatial and time scales of the microscopic systems. In large scale oceanography or global climate dynamics problems the time scales of interest are order of thousands of kilometres, for space, and many years for time, and are compared to the local and daily/monthly times scales of atmosphere and ocean dynamics. In all the cases a Zwanzig projection approach is, at least in principle, an effective tool to obtain class of universal smooth “large scale” dynamics for few degrees of freedom of interest, starting from the complex dynamics of the whole (usually many degrees of freedom system. The projection approach leads to a very complex calculus with differential operators, that is drastically simplified when the basic dynamics of the system of interest is Hamiltonian, as it happens in Foundation of Thermodynamics problems. However, in geophysical Fluid Dynamics, Biology, and in most of the physical problems the building block fundamental equations of motions have a non Hamiltonian structure. Thus, to continue to apply the useful projection approach also in these cases, we exploit the generalization of the Hamiltonian formalism given by the Lie algebra of dissipative differential operators. In this way, we are able to analytically deal with the series of the differential operators stemming from the projection approach applied to these general cases. Then we shall apply this formalism to obtain some relevant results concerning the statistical properties of the El Niño Southern Oscillation (ENSO.

  19. Calculus & ordinary differential equations

    CERN Document Server

    Pearson, David

    1995-01-01

    Professor Pearson's book starts with an introduction to the area and an explanation of the most commonly used functions. It then moves on through differentiation, special functions, derivatives, integrals and onto full differential equations. As with other books in the series the emphasis is on using worked examples and tutorial-based problem solving to gain the confidence of students.

  20. Introduction to partial differential equations with applications

    CERN Document Server

    Zachmanoglou, E C

    1988-01-01

    This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.

  1. On the complete and partial integrability of non-Hamiltonian systems

    Science.gov (United States)

    Bountis, T. C.; Ramani, A.; Grammaticos, B.; Dorizzi, B.

    1984-11-01

    The methods of singularity analysis are applied to several third order non-Hamiltonian systems of physical significance including the Lotka-Volterra equations, the three-wave interaction and the Rikitake dynamo model. Complete integrability is defined and new completely integrable systems are discovered by means of the Painlevé property. In all these cases we obtain integrals, which reduce the equations either to a final quadrature or to an irreducible second order ordinary differential equation (ODE) solved by Painlevé transcendents. Relaxing the Painlevé property we find many partially integrable cases whose movable singularities are poles at leading order, with In( t- t0) terms entering at higher orders. In an Nth order, generalized Rössler model a precise relation is established between the partial fulfillment of the Painlevé conditions and the existence of N - 2 integrals of the motion.

  2. Stability analysis of impulsive functional differential equations

    CERN Document Server

    Stamova, Ivanka

    2009-01-01

    This book is devoted to impulsive functional differential equations which are a natural generalization of impulsive ordinary differential equations (without delay) and of functional differential equations (without impulses). At the present time the qualitative theory of such equationsis under rapid development. After a presentation of the fundamental theory of existence, uniqueness and continuability of solutions, a systematic development of stability theory for that class of problems is given which makes the book unique. It addresses to a wide audience such as mathematicians, applied research

  3. Alternative Hamiltonian representation for gravity

    International Nuclear Information System (INIS)

    Rosas-RodrIguez, R

    2007-01-01

    By using a Hamiltonian formalism for fields wider than the canonical one, we write the Einstein vacuum field equations in terms of alternative variables. This variables emerge from the Ashtekar's formalism for gravity

  4. Elliptic Euler–Poisson–Darboux equation, critical points and integrable systems

    International Nuclear Information System (INIS)

    Konopelchenko, B G; Ortenzi, G

    2013-01-01

    The structure and properties of families of critical points for classes of functions W(z, z-bar ) obeying the elliptic Euler–Poisson–Darboux equation E(1/2, 1/2) are studied. General variational and differential equations governing the dependence of critical points in variational (deformation) parameters are found. Explicit examples of the corresponding integrable quasi-linear differential systems and hierarchies are presented. There are the extended dispersionless Toda/nonlinear Schrödinger hierarchies, the ‘inverse’ hierarchy and equations associated with the real-analytic Eisenstein series E(β, β-bar ;1/2) among them. The specific bi-Hamiltonian structure of these equations is also discussed. (paper)

  5. Calculating differential Galois groups of parametrized differential equations, with applications to hypertranscendence

    OpenAIRE

    Hardouin, Charlotte; Minchenko, Andrei; Ovchinnikov, Alexey

    2015-01-01

    The main motivation of our work is to create an efficient algorithm that decides hypertranscendence of solutions of linear differential equations, via the parameterized differential and Galois theories. To achieve this, we expand the representation theory of linear differential algebraic groups and develop new algorithms that calculate unipotent radicals of parameterized differential Galois groups for differential equations whose coefficients are rational functions. P. Berman and M.F. Singer ...

  6. Lie symmetries in differential equations

    International Nuclear Information System (INIS)

    Pleitez, V.

    1979-01-01

    A study of ordinary and Partial Differential equations using the symmetries of Lie groups is made. Following such a study, an application to the Helmholtz, Line-Gordon, Korleweg-de Vries, Burguer, Benjamin-Bona-Mahony and wave equations is carried out [pt

  7. Lyapunov functionals and stability of stochastic functional differential equations

    CERN Document Server

    Shaikhet, Leonid

    2013-01-01

    Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...

  8. Basic linear partial differential equations

    CERN Document Server

    Treves, Francois

    1975-01-01

    Focusing on the archetypes of linear partial differential equations, this text for upper-level undergraduates and graduate students features most of the basic classical results. The methods, however, are decidedly nontraditional: in practically every instance, they tend toward a high level of abstraction. This approach recalls classical material to contemporary analysts in a language they can understand, as well as exploiting the field's wealth of examples as an introduction to modern theories.The four-part treatment covers the basic examples of linear partial differential equations and their

  9. Solutions manual to accompany Ordinary differential equations

    CERN Document Server

    Greenberg, Michael D

    2014-01-01

    Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps

  10. On stochastic differential equations with random delay

    International Nuclear Information System (INIS)

    Krapivsky, P L; Luck, J M; Mallick, K

    2011-01-01

    We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an nth-order equation with random delay, the corresponding deterministic equation has order n + 1. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as exp((3/2) t 2/3 ) in reduced units. We then investigate the effect of introducing a discrete time step ε. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as ε goes to zero is studied in detail on the example of a first-order linear differential equation

  11. Bäcklund transformation of fractional Riccati equation and its applications to nonlinear fractional partial differential equations

    International Nuclear Information System (INIS)

    Lu, Bin

    2012-01-01

    In this Letter, the fractional derivatives in the sense of modified Riemann–Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations. -- Highlights: ► Backlund transformation of fractional Riccati equation is presented. ► A new method for solving nonlinear fractional differential equations is proposed. ► Three important fractional differential equations are solved successfully. ► Some new exact solutions of the fractional differential equations are obtained.

  12. Differential Equations Models to Study Quorum Sensing.

    Science.gov (United States)

    Pérez-Velázquez, Judith; Hense, Burkhard A

    2018-01-01

    Mathematical models to study quorum sensing (QS) have become an important tool to explore all aspects of this type of bacterial communication. A wide spectrum of mathematical tools and methods such as dynamical systems, stochastics, and spatial models can be employed. In this chapter, we focus on giving an overview of models consisting of differential equations (DE), which can be used to describe changing quantities, for example, the dynamics of one or more signaling molecule in time and space, often in conjunction with bacterial growth dynamics. The chapter is divided into two sections: ordinary differential equations (ODE) and partial differential equations (PDE) models of QS. Rates of change are represented mathematically by derivatives, i.e., in terms of DE. ODE models allow describing changes in one independent variable, for example, time. PDE models can be used to follow changes in more than one independent variable, for example, time and space. Both types of models often consist of systems (i.e., more than one equation) of equations, such as equations for bacterial growth and autoinducer concentration dynamics. Almost from the onset, mathematical modeling of QS using differential equations has been an interdisciplinary endeavor and many of the works we revised here will be placed into their biological context.

  13. Ordinary differential equations with applications in molecular biology.

    Science.gov (United States)

    Ilea, M; Turnea, M; Rotariu, M

    2012-01-01

    Differential equations are of basic importance in molecular biology mathematics because many biological laws and relations appear mathematically in the form of a differential equation. In this article we presented some applications of mathematical models represented by ordinary differential equations in molecular biology. The vast majority of quantitative models in cell and molecular biology are formulated in terms of ordinary differential equations for the time evolution of concentrations of molecular species. Assuming that the diffusion in the cell is high enough to make the spatial distribution of molecules homogenous, these equations describe systems with many participating molecules of each kind. We propose an original mathematical model with small parameter for biological phospholipid pathway. All the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. If we reduce the size of the solution region the same small epsilon will result in a different condition number. It is clear that the solution for a smaller region is less difficult. We introduce the mathematical technique known as boundary function method for singular perturbation system. In this system, the small parameter is an asymptotic variable, different from the independent variable. In general, the solutions of such equations exhibit multiscale phenomena. Singularly perturbed problems form a special class of problems containing a small parameter which may tend to zero. Many molecular biology processes can be quantitatively characterized by ordinary differential equations. Mathematical cell biology is a very active and fast growing interdisciplinary area in which mathematical concepts, techniques, and models are applied to a variety of problems in developmental medicine and bioengineering. Among the different modeling approaches, ordinary differential equations (ODE) are particularly important and have led to significant advances

  14. FORSIM-6, Automatic Solution of Coupled Differential Equation System

    International Nuclear Information System (INIS)

    Carver, M.B.; Stewart, D.G.; Blair, J.M.; Selander, W.N.

    1983-01-01

    1 - Description of problem or function: The FORSIM program is a versatile package which automates the solution of coupled differential equation systems. The independent variables are time, and up to three space coordinates, and the equations may be any mixture of partial and/or ordinary differential equations. The philosophy of the program is to provide a tool which will solve a system of differential equations for a user who has basic but unspecialized knowledge of numerical analysis and FORTRAN. The equations to be solved, together with the initial conditions and any special instructions, may be specified by the user in a single FORTRAN subroutine, although he may write a number of routines if this is more suitable. These are then loaded with the control routines, which perform the solution and any requested input and output. 2 - Method of solution: Partial differential equations are automatically converted into sets of coupled ordinary differential equations by variable order discretization in the spatial dimensions. These and other ordinary differential equations are integrated continuously in time using efficient variable order, variable step, error-controlled algorithms

  15. On the relation between elementary partial difference equations and partial differential equations

    NARCIS (Netherlands)

    van den Berg, I.P.

    1998-01-01

    The nonstandard stroboscopy method links discrete-time ordinary difference equations of first-order and continuous-time, ordinary differential equations of first order. We extend this method to the second order, and also to an elementary, yet general class of partial difference/differential

  16. Gravitational Field as a Pressure Force from Logarithmic Lagrangians and Non-Standard Hamiltonians: The Case of Stellar Halo of Milky Way

    Science.gov (United States)

    El-Nabulsi, Rami Ahmad

    2018-03-01

    Recently, the notion of non-standard Lagrangians was discussed widely in literature in an attempt to explore the inverse variational problem of nonlinear differential equations. Different forms of non-standard Lagrangians were introduced in literature and have revealed nice mathematical and physical properties. One interesting form related to the inverse variational problem is the logarithmic Lagrangian, which has a number of motivating features related to the Liénard-type and Emden nonlinear differential equations. Such types of Lagrangians lead to nonlinear dynamics based on non-standard Hamiltonians. In this communication, we show that some new dynamical properties are obtained in stellar dynamics if standard Lagrangians are replaced by Logarithmic Lagrangians and their corresponding non-standard Hamiltonians. One interesting consequence concerns the emergence of an extra pressure term, which is related to the gravitational field suggesting that gravitation may act as a pressure in a strong gravitational field. The case of the stellar halo of the Milky Way is considered.

  17. Alternative Hamiltonian representation for gravity

    Energy Technology Data Exchange (ETDEWEB)

    Rosas-RodrIguez, R [Instituto de Fisica, Universidad Autonoma de Puebla, Apdo. Postal J-48, 72570, Puebla, Pue. (Mexico)

    2007-11-15

    By using a Hamiltonian formalism for fields wider than the canonical one, we write the Einstein vacuum field equations in terms of alternative variables. This variables emerge from the Ashtekar's formalism for gravity.

  18. Solution of differential equations by application of transformation groups

    Science.gov (United States)

    Driskell, C. N., Jr.; Gallaher, L. J.; Martin, R. H., Jr.

    1968-01-01

    Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.

  19. A new sine-Gordon equation expansion algorithm to investigate some special nonlinear differential equations

    International Nuclear Information System (INIS)

    Yan Zhenya

    2005-01-01

    A new transformation method is developed using the general sine-Gordon travelling wave reduction equation and a generalized transformation. With the aid of symbolic computation, this method can be used to seek more types of solutions of nonlinear differential equations, which include not only the known solutions derived by some known methods but new solutions. Here we choose the double sine-Gordon equation, the Magma equation and the generalized Pochhammer-Chree (PC) equation to illustrate the method. As a result, many types of new doubly periodic solutions are obtained. Moreover when using the method to these special nonlinear differential equations, some transformations are firstly needed. The method can be also extended to other nonlinear differential equations

  20. An interpolation between the wave and diffusion equations through the fractional evolution equations Dirac like

    International Nuclear Information System (INIS)

    Pierantozzi, T.; Vazquez, L.

    2005-01-01

    Through fractional calculus and following the method used by Dirac to obtain his well-known equation from the Klein-Gordon equation, we analyze a possible interpolation between the Dirac and the diffusion equations in one space dimension. We study the transition between the hyperbolic and parabolic behaviors by means of the generalization of the D'Alembert formula for the classical wave equation and the invariance under space and time inversions of the interpolating fractional evolution equations Dirac like. Such invariance depends on the values of the fractional index and is related to the nonlocal property of the time fractional differential operator. For this system of fractional evolution equations, we also find an associated conserved quantity analogous to the Hamiltonian for the classical Dirac case

  1. Modified Chebyshev Collocation Method for Solving Differential Equations

    Directory of Open Access Journals (Sweden)

    M Ziaul Arif

    2015-05-01

    Full Text Available This paper presents derivation of alternative numerical scheme for solving differential equations, which is modified Chebyshev (Vieta-Lucas Polynomial collocation differentiation matrices. The Scheme of modified Chebyshev (Vieta-Lucas Polynomial collocation method is applied to both Ordinary Differential Equations (ODEs and Partial Differential Equations (PDEs cases. Finally, the performance of the proposed method is compared with finite difference method and the exact solution of the example. It is shown that modified Chebyshev collocation method more effective and accurate than FDM for some example given.

  2. Hamiltonian dynamics

    CERN Document Server

    Vilasi, Gaetano

    2001-01-01

    This is both a textbook and a monograph. It is partially based on a two-semester course, held by the author for third-year students in physics and mathematics at the University of Salerno, on analytical mechanics, differential geometry, symplectic manifolds and integrable systems. As a textbook, it provides a systematic and self-consistent formulation of Hamiltonian dynamics both in a rigorous coordinate language and in the modern language of differential geometry. It also presents powerful mathematical methods of theoretical physics, especially in gauge theories and general relativity. As a m

  3. Field Method for Integrating the First Order Differential Equation

    Institute of Scientific and Technical Information of China (English)

    JIA Li-qun; ZHENG Shi-wang; ZHANG Yao-yu

    2007-01-01

    An important modern method in analytical mechanics for finding the integral, which is called the field-method, is used to research the solution of a differential equation of the first order. First, by introducing an intermediate variable, a more complicated differential equation of the first order can be expressed by two simple differential equations of the first order, then the field-method in analytical mechanics is introduced for solving the two differential equations of the first order. The conclusion shows that the field-method in analytical mechanics can be fully used to find the solutions of a differential equation of the first order, thus a new method for finding the solutions of the first order is provided.

  4. Partial differential equations & boundary value problems with Maple

    CERN Document Server

    Articolo, George A

    2009-01-01

    Partial Differential Equations and Boundary Value Problems with Maple presents all of the material normally covered in a standard course on partial differential equations, while focusing on the natural union between this material and the powerful computational software, Maple. The Maple commands are so intuitive and easy to learn, students can learn what they need to know about the software in a matter of hours- an investment that provides substantial returns. Maple''s animation capabilities allow students and practitioners to see real-time displays of the solutions of partial differential equations.  Maple files can be found on the books website. Ancillary list: Maple files- http://www.elsevierdirect.com/companion.jsp?ISBN=9780123747327  Provides a quick overview of the software w/simple commands needed to get startedIncludes review material on linear algebra and Ordinary Differential equations, and their contribution in solving partial differential equationsIncorporates an early introduction to Sturm-L...

  5. Laplace and the era of differential equations

    Science.gov (United States)

    Weinberger, Peter

    2012-11-01

    Between about 1790 and 1850 French mathematicians dominated not only mathematics, but also all other sciences. The belief that a particular physical phenomenon has to correspond to a single differential equation originates from the enormous influence Laplace and his contemporary compatriots had in all European learned circles. It will be shown that at the beginning of the nineteenth century Newton's "fluxionary calculus" finally gave way to a French-type notation of handling differential equations. A heated dispute in the Philosophical Magazine between Challis, Airy and Stokes, all three of them famous Cambridge professors of mathematics, then serves to illustrate the era of differential equations. A remark about Schrödinger and his equation for the hydrogen atom finally will lead back to present times.

  6. A microscopic derivation of stochastic differential equations

    International Nuclear Information System (INIS)

    Arimitsu, Toshihico

    1996-01-01

    With the help of the formulation of Non-Equilibrium Thermo Field Dynamics, a unified canonical operator formalism is constructed for the quantum stochastic differential equations. In the course of its construction, it is found that there are at least two formulations, i.e. one is non-hermitian and the other is hermitian. Having settled which framework should be satisfied by the quantum stochastic differential equations, a microscopic derivation is performed for these stochastic differential equations by extending the projector methods. This investigation may open a new field for quantum systems in order to understand the deeper meaning of dissipation

  7. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    Science.gov (United States)

    Collier, D.M.; Meeks, L.A.; Palmer, J.P.

    1960-05-10

    A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.

  8. Control by Interconnection and Energy-Shaping Methods of Port Hamiltonian Models. Application to the Shallow Water Equations

    OpenAIRE

    Hamroun , Boussad; Dimofte , Alexandru; Lefevre , Laurent; Mendes , Eduardo

    2010-01-01

    International audience; — In this paper a control algorithm for the reduced port-Controlled Hamiltonian model (PCH) of the shallow water equations (PDEs) is developed. This control is developed using the Interconnection and Damping Assignment Passivity Based Control (IDA-PBC) method on the reduced PCH model without the natural dissipation. It allows to assign desired structure and energy function to the closed loop system. The same control law is then derived using an energy shaping method ba...

  9. Third-order differential ladder operators and supersymmetric quantum mechanics

    International Nuclear Information System (INIS)

    Mateo, J; Negro, J

    2008-01-01

    Hierarchies of one-dimensional Hamiltonians in quantum mechanics admitting third-order differential ladder operators are studied. Each Hamiltonian has associated three-step Darboux (pseudo)-cycles and Painleve IV equations as a closure condition. The whole hierarchy is generated applying some operations on the cycles. These operations are investigated in the frame of supersymmetric quantum mechanics and mainly involve algebraic manipulations. A consistent geometric representation for the hierarchy and cycles is built that also helps in understanding the operations. Three kinds of hierarchies are distinguished and a realization based on the harmonic oscillator Hamiltonian is supplied, giving an interpretation for the spectral properties of the Hamiltonians of each hierarchy

  10. Algebraic limit cycles in polynomial systems of differential equations

    International Nuclear Information System (INIS)

    Llibre, Jaume; Zhao Yulin

    2007-01-01

    Using elementary tools we construct cubic polynomial systems of differential equations with algebraic limit cycles of degrees 4, 5 and 6. We also construct a cubic polynomial system of differential equations having an algebraic homoclinic loop of degree 3. Moreover, we show that there are polynomial systems of differential equations of arbitrary degree that have algebraic limit cycles of degree 3, as well as give an example of a cubic polynomial system of differential equations with two algebraic limit cycles of degree 4

  11. Problems in differential equations

    CERN Document Server

    Brenner, J L

    2013-01-01

    More than 900 problems and answers explore applications of differential equations to vibrations, electrical engineering, mechanics, and physics. Problem types include both routine and nonroutine, and stars indicate advanced problems. 1963 edition.

  12. Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition

    Directory of Open Access Journals (Sweden)

    Marek T. Malinowski

    2016-01-01

    Full Text Available We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equations with drift and diffusion terms occurring at both sides of equations. Therefore we call them the bipartite fuzzy stochastic differential equations. Under the Lipschitz and boundedness conditions imposed on drifts and diffusions coefficients we prove existence of a unique solution. Then, insensitivity of the solution under small changes of data of equation is examined. Finally, we mention that all results can be repeated for solutions to bipartite set-valued stochastic differential equations.

  13. Differential Equations as Actions

    DEFF Research Database (Denmark)

    Ronkko, Mauno; Ravn, Anders P.

    1997-01-01

    We extend a conventional action system with a primitive action consisting of a differential equation and an evolution invariant. The semantics is given by a predicate transformer. The weakest liberal precondition is chosen, because it is not always desirable that steps corresponding to differential...... actions shall terminate. It is shown that the proposed differential action has a semantics which corresponds to a discrete approximation when the discrete step size goes to zero. The extension gives action systems the power to model real-time clocks and continuous evolutions within hybrid systems....

  14. The existence of solutions of q-difference-differential equations.

    Science.gov (United States)

    Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan

    2016-01-01

    By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).

  15. On local Hamiltonians and dissipative systems

    Energy Technology Data Exchange (ETDEWEB)

    Castagnino, M. [CONICET-Institutos de Fisica Rosario y de Astronomia y Fisica del Espacio Casilla de Correos 67, Sucursal 28, 1428, Buenos Aires (Argentina); Gadella, M. [Facultad de Ciencias Exactas, Ingenieria y Agrimensura UNR, Rosario (Argentina) and Departamento de Fisica Teorica, Facultad de Ciencias c. Real de Burgos, s.n., 47011 Valladolid (Spain)]. E-mail: manuelgadella@yahoo.com.ar; Lara, L.P. [Facultad de Ciencias Exactas, Ingenieria y Agrimensura UNR, Rosario (Argentina)

    2006-11-15

    We study a type of one-dimensional dynamical systems on the corresponding two-dimensional phase space. By using arguments related to the existence of integrating factors for Pfaff equations, we show that some one-dimensional non-Hamiltonian systems like dissipative systems, admit a Hamiltonian description by sectors on the phase plane. This picture is not uniquely defined and is coordinate dependent. A simple example is exhaustively discussed. The method, is not always applicable to systems with higher dimensions.

  16. Linear differential equations to solve nonlinear mechanical problems: A novel approach

    OpenAIRE

    Nair, C. Radhakrishnan

    2004-01-01

    Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differe...

  17. Hamiltonian dynamics of extended objects

    Science.gov (United States)

    Capovilla, R.; Guven, J.; Rojas, E.

    2004-12-01

    We consider relativistic extended objects described by a reparametrization-invariant local action that depends on the extrinsic curvature of the worldvolume swept out by the object as it evolves. We provide a Hamiltonian formulation of the dynamics of such higher derivative models which is motivated by the ADM formulation of general relativity. The canonical momenta are identified by looking at boundary behaviour under small deformations of the action; the relationship between the momentum conjugate to the embedding functions and the conserved momentum density is established. The canonical Hamiltonian is constructed explicitly; the constraints on the phase space, both primary and secondary, are identified and the role they play in the theory is described. The multipliers implementing the primary constraints are identified in terms of the ADM lapse and shift variables and Hamilton's equations are shown to be consistent with the Euler Lagrange equations.

  18. Hamiltonian dynamics of extended objects

    International Nuclear Information System (INIS)

    Capovilla, R; Guven, J; Rojas, E

    2004-01-01

    We consider relativistic extended objects described by a reparametrization-invariant local action that depends on the extrinsic curvature of the worldvolume swept out by the object as it evolves. We provide a Hamiltonian formulation of the dynamics of such higher derivative models which is motivated by the ADM formulation of general relativity. The canonical momenta are identified by looking at boundary behaviour under small deformations of the action; the relationship between the momentum conjugate to the embedding functions and the conserved momentum density is established. The canonical Hamiltonian is constructed explicitly; the constraints on the phase space, both primary and secondary, are identified and the role they play in the theory is described. The multipliers implementing the primary constraints are identified in terms of the ADM lapse and shift variables and Hamilton's equations are shown to be consistent with the Euler-Lagrange equations

  19. Variable-mesh method of solving differential equations

    Science.gov (United States)

    Van Wyk, R.

    1969-01-01

    Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.

  20. Solving Differential Equations Using Modified Picard Iteration

    Science.gov (United States)

    Robin, W. A.

    2010-01-01

    Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…

  1. Special solutions of neutral functional differential equations

    Directory of Open Access Journals (Sweden)

    Győri István

    2001-01-01

    Full Text Available For a system of nonlinear neutral functional differential equations we prove the existence of an -parameter family of "special solutions" which characterize the asymptotic behavior of all solutions at infinity. For retarded functional differential equations the special solutions used in this paper were introduced by Ryabov.

  2. Numerical methods for differential equations and applications

    International Nuclear Information System (INIS)

    Ixaru, L.G.

    1984-01-01

    This book is addressed to persons who, without being professionals in applied mathematics, are often faced with the problem of numerically solving differential equations. In each of the first three chapters a definite class of methods is discussed for the solution of the initial value problem for ordinary differential equations: multistep methods; one-step methods; and piecewise perturbation methods. The fourth chapter is mainly focussed on the boundary value problems for linear second-order equations, with a section devoted to the Schroedinger equation. In the fifth chapter the eigenvalue problem for the radial Schroedinger equation is solved in several ways, with computer programs included. (Auth.)

  3. Hamiltonian structure of the integrable coupling of the Jaulent-Miodek hierarchy

    International Nuclear Information System (INIS)

    Zhang, Yufeng; Fan, Engui

    2006-01-01

    A scheme for deducing Hamiltonian structures of the higher-dimensional hierarchies of evolution equations is presented which is devoting to obtaining the Hamiltonian structures of integrable coupling of the Jaulent-Miodek hierarchy

  4. On Volatility Induced Stationarity for Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Albin, J.M.P.; Astrup Jensen, Bjarne; Muszta, Anders

    2006-01-01

    This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples.......This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples....

  5. The lie-algebraic structures and integrability of differential and differential-difference nonlinear dynamical systems

    International Nuclear Information System (INIS)

    Prykarpatsky, A.K.; Blackmore, D.L.; Bogolubov, N.N. Jr.

    2007-05-01

    The infinite-dimensional operator Lie algebras of the related integrable nonlocal differential-difference dynamical systems are treated as their hidden symmetries. As a result of their dimerization the Lax type representations for both local differential-difference equations and nonlocal ones are obtained. An alternative approach to the Lie-algebraic interpretation of the integrable local differential-difference systems is also proposed. The Hamiltonian representation for a hierarchy of Lax type equations on a dual space to the centrally extended Lie algebra of integro-differential operators with matrix-valued coefficients coupled with suitable eigenfunctions and adjoint eigenfunctions evolutions of associated spectral problems is obtained by means of a specially constructed Baecklund transformation. The Hamiltonian description for the corresponding set of additional symmetry hierarchies is represented. The relation of these hierarchies with Lax type integrable (3+1)-dimensional nonlinear dynamical systems and their triple Lax type linearizations is analyzed. The Lie-algebraic structures, related with centrally extended current operator Lie algebras are discussed with respect to constructing new nonlinear integrable dynamical systems on functional manifolds and super-manifolds. Special Poisson structures and related with them factorized integrable operator dynamical systems having interesting applications in modern mathematical physics, quantum computing mathematics and other fields are constructed. The previous purely computational results are explained within the approach developed. (author)

  6. Simple equation method for nonlinear partial differential equations and its applications

    Directory of Open Access Journals (Sweden)

    Taher A. Nofal

    2016-04-01

    Full Text Available In this article, we focus on the exact solution of the some nonlinear partial differential equations (NLPDEs such as, Kodomtsev–Petviashvili (KP equation, the (2 + 1-dimensional breaking soliton equation and the modified generalized Vakhnenko equation by using the simple equation method. In the simple equation method the trial condition is the Bernoulli equation or the Riccati equation. It has been shown that the method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering problems.

  7. Introduction to computation and modeling for differential equations

    CERN Document Server

    Edsberg, Lennart

    2008-01-01

    An introduction to scientific computing for differential equationsIntroduction to Computation and Modeling for Differential Equations provides a unified and integrated view of numerical analysis, mathematical modeling in applications, and programming to solve differential equations, which is essential in problem-solving across many disciplines, such as engineering, physics, and economics. This book successfully introduces readers to the subject through a unique ""Five-M"" approach: Modeling, Mathematics, Methods, MATLAB, and Multiphysics. This approach facilitates a thorough understanding of h

  8. Handbook of differential equations stationary partial differential equations

    CERN Document Server

    Chipot, Michel

    2006-01-01

    This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Ke

  9. Fuchs indices and the first integrals of nonlinear differential equations

    International Nuclear Information System (INIS)

    Kudryashov, Nikolai A.

    2005-01-01

    New method of finding the first integrals of nonlinear differential equations in polynomial form is presented. Basic idea of our approach is to use the scaling of solution of nonlinear differential equation and to find the dimensions of arbitrary constants in the Laurent expansion of the general solution. These dimensions allows us to obtain the scalings of members for the first integrals of nonlinear differential equations. Taking the polynomials with unknown coefficients into account we present the algorithm of finding the first integrals of nonlinear differential equations in the polynomial form. Our method is applied to look for the first integrals of eight nonlinear ordinary differential equations of the fourth order. The general solution of one of the fourth order ordinary differential equations is given

  10. Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

    Science.gov (United States)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

    System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

  11. A Line-Tau Collocation Method for Partial Differential Equations ...

    African Journals Online (AJOL)

    This paper deals with the numerical solution of second order linear partial differential equations with the use of the method of lines coupled with the tau collocation method. The method of lines is used to convert the partial differential equation (PDE) to a sequence of ordinary differential equations (ODEs) which is then ...

  12. Construction and accuracy of partial differential equation approximations to the chemical master equation.

    Science.gov (United States)

    Grima, Ramon

    2011-11-01

    The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.

  13. Ordinary differential equations introduction to the theory of ordinary differential equations in the real domain

    CERN Document Server

    Kurzweil, J

    1986-01-01

    The author, Professor Kurzweil, is one of the world's top experts in the area of ordinary differential equations - a fact fully reflected in this book. Unlike many classical texts which concentrate primarily on methods of integration of differential equations, this book pursues a modern approach: the topic is discussed in full generality which, at the same time, permits us to gain a deep insight into the theory and to develop a fruitful intuition. The basic framework of the theory is expanded by considering further important topics like stability, dependence of a solution on a parameter, Car

  14. Reduced differential transform method for partial differential equations within local fractional derivative operators

    Directory of Open Access Journals (Sweden)

    Hossein Jafari

    2016-04-01

    Full Text Available The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.

  15. Solving Partial Differential Equations Using a New Differential Evolution Algorithm

    Directory of Open Access Journals (Sweden)

    Natee Panagant

    2014-01-01

    Full Text Available This paper proposes an alternative meshless approach to solve partial differential equations (PDEs. With a global approximate function being defined, a partial differential equation problem is converted into an optimisation problem with equality constraints from PDE boundary conditions. An evolutionary algorithm (EA is employed to search for the optimum solution. For this approach, the most difficult task is the low convergence rate of EA which consequently results in poor PDE solution approximation. However, its attractiveness remains due to the nature of a soft computing technique in EA. The algorithm can be used to tackle almost any kind of optimisation problem with simple evolutionary operation, which means it is mathematically simpler to use. A new efficient differential evolution (DE is presented and used to solve a number of the partial differential equations. The results obtained are illustrated and compared with exact solutions. It is shown that the proposed method has a potential to be a future meshless tool provided that the search performance of EA is greatly enhanced.

  16. On geometric approach to Lie symmetries of differential-difference equations

    International Nuclear Information System (INIS)

    Li Hongjing; Wang Dengshan; Wang Shikun; Wu Ke; Zhao Weizhong

    2008-01-01

    Based upon Cartan's geometric formulation of differential equations, Harrison and Estabrook proposed a geometric approach for the symmetries of differential equations. In this Letter, we extend Harrison and Estabrook's approach to analyze the symmetries of differential-difference equations. The discrete exterior differential technique is applied in our approach. The Lie symmetry of (2+1)-dimensional Toda equation is investigated by means of our approach

  17. Nonstandard conserved Hamiltonian structures in dissipative/damped systems: Nonlinear generalizations of damped harmonic oscillator

    International Nuclear Information System (INIS)

    Pradeep, R. Gladwin; Chandrasekar, V. K.; Senthilvelan, M.; Lakshmanan, M.

    2009-01-01

    In this paper we point out the existence of a remarkable nonlocal transformation between the damped harmonic oscillator and a modified Emden-type nonlinear oscillator equation with linear forcing, xe+αxx+βx 3 +γx=0, which preserves the form of the time independent integral, conservative Hamiltonian, and the equation of motion. Generalizing this transformation we prove the existence of nonstandard conservative Hamiltonian structure for a general class of damped nonlinear oscillators including Lienard-type systems. Further, using the above Hamiltonian structure for a specific example, namely, the generalized modified Emden equation xe+αx q x+βx 2q+1 =0, where α, β, and q are arbitrary parameters, the general solution is obtained through appropriate canonical transformations. We also present the conservative Hamiltonian structure of the damped Mathews-Lakshmanan oscillator equation. The associated Lagrangian description for all the above systems is also briefly discussed.

  18. Extended hamiltonian formalism and Lorentz-violating lagrangians

    Directory of Open Access Journals (Sweden)

    Don Colladay

    2017-09-01

    Full Text Available A new perspective on the classical mechanical formulation of particle trajectories in Lorentz-violating theories is presented. Using the extended hamiltonian formalism, a Legendre Transformation between the associated covariant lagrangian and hamiltonian varieties is constructed. This approach enables calculation of trajectories using Hamilton's equations in momentum space and the Euler–Lagrange equations in velocity space away from certain singular points that arise in the theory. Singular points are naturally de-singularized by requiring the trajectories to be smooth functions of both velocity and momentum variables. In addition, it is possible to identify specific sheets of the dispersion relations that correspond to specific solutions for the lagrangian. Examples corresponding to bipartite Finsler functions are computed in detail. A direct connection between the lagrangians and the field-theoretic solutions to the Dirac equation is also established for a special case.

  19. Extended hamiltonian formalism and Lorentz-violating lagrangians

    Science.gov (United States)

    Colladay, Don

    2017-09-01

    A new perspective on the classical mechanical formulation of particle trajectories in Lorentz-violating theories is presented. Using the extended hamiltonian formalism, a Legendre Transformation between the associated covariant lagrangian and hamiltonian varieties is constructed. This approach enables calculation of trajectories using Hamilton's equations in momentum space and the Euler-Lagrange equations in velocity space away from certain singular points that arise in the theory. Singular points are naturally de-singularized by requiring the trajectories to be smooth functions of both velocity and momentum variables. In addition, it is possible to identify specific sheets of the dispersion relations that correspond to specific solutions for the lagrangian. Examples corresponding to bipartite Finsler functions are computed in detail. A direct connection between the lagrangians and the field-theoretic solutions to the Dirac equation is also established for a special case.

  20. Inequalities for differential and integral equations

    CERN Document Server

    Ames, William F

    1997-01-01

    Inequalities for Differential and Integral Equations has long been needed; it contains material which is hard to find in other books. Written by a major contributor to the field, this comprehensive resource contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools in the development of applications in the theory of new classes of differential and integral equations. For researchers working in this area, it will be a valuable source of reference and inspiration. It could also be used as the text for an advanced graduate course.Key Features* Covers a variety of linear and nonlinear inequalities which find widespread applications in the theory of various classes of differential and integral equations* Contains many inequalities which have only recently appeared in literature and cannot yet be found in other books* Provides a valuable reference to engineers and graduate students

  1. Delay-differential equations and the Painlevé transcendents

    Science.gov (United States)

    Grammaticos, B.; Ramani, A.; Moreira, I. C.

    1993-07-01

    We apply the recently proposed integrability criterion for differential-difference systems (that blends the classical Painlevé analysis with singularity confinement for discrete systems) to a class of first-order differential-delay equations. Our analysis singles out the family of bi-Riccati equations, as integrability candidates. Among these equations that pass the test some are integrable in a straightforward way (usually by reduction to a standard Riccati equation for some transformed variable) while the remaining ones define new hysterodifferential forms of the Painlevé transcendental equations.

  2. Hamiltonian dynamics of preferential attachment

    International Nuclear Information System (INIS)

    Zuev, Konstantin; Papadopoulos, Fragkiskos; Krioukov, Dmitri

    2016-01-01

    Prediction and control of network dynamics are grand-challenge problems in network science. The lack of understanding of fundamental laws driving the dynamics of networks is among the reasons why many practical problems of great significance remain unsolved for decades. Here we study the dynamics of networks evolving according to preferential attachment (PA), known to approximate well the large-scale growth dynamics of a variety of real networks. We show that this dynamics is Hamiltonian, thus casting the study of complex networks dynamics to the powerful canonical formalism, in which the time evolution of a dynamical system is described by Hamilton’s equations. We derive the explicit form of the Hamiltonian that governs network growth in PA. This Hamiltonian turns out to be nearly identical to graph energy in the configuration model, which shows that the ensemble of random graphs generated by PA is nearly identical to the ensemble of random graphs with scale-free degree distributions. In other words, PA generates nothing but random graphs with power-law degree distribution. The extension of the developed canonical formalism for network analysis to richer geometric network models with non-degenerate groups of symmetries may eventually lead to a system of equations describing network dynamics at small scales. (paper)

  3. Nielsen number and differential equations

    Directory of Open Access Journals (Sweden)

    Andres Jan

    2005-01-01

    Full Text Available In reply to a problem of Jean Leray (application of the Nielsen theory to differential equations, two main approaches are presented. The first is via Poincaré's translation operator, while the second one is based on the Hammerstein-type solution operator. The applicability of various Nielsen theories is discussed with respect to several sorts of differential equations and inclusions. Links with the Sharkovskii-like theorems (a finite number of periodic solutions imply infinitely many subharmonics are indicated, jointly with some further consequences like the nontrivial -structure of solutions of initial value problems. Some illustrating examples are supplied and open problems are formulated.

  4. Bounded solutions for fuzzy differential and integral equations

    Energy Technology Data Exchange (ETDEWEB)

    Nieto, Juan J. [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amnieto@usc.es; Rodriguez-Lopez, Rosana [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amrosana@usc.es

    2006-03-01

    We find sufficient conditions for the boundness of every solution of first-order fuzzy differential equations as well as certain fuzzy integral equations. Our results are based on several theorems concerning crisp differential and integral inequalities.

  5. Applied partial differential equations

    CERN Document Server

    Logan, J David

    2004-01-01

    This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...

  6. Differential equations a concise course

    CERN Document Server

    Bear, H S

    2011-01-01

    Concise introduction for undergraduates includes, among other topics, a survey of first order equations, discussions of complex-valued solutions, linear differential operators, inverse operators and variation of parameters method, the Laplace transform, Picard's existence theorem, and an exploration of various interpretations of systems of equations. Numerous clearly stated theorems and proofs, examples, and problems followed by solutions.

  7. Pure soliton solutions of some nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Fuchssteiner, B.

    1977-01-01

    A general approach is given to obtain the system of ordinary differential equations which determines the pure soliton solutions for the class of generalized Korteweg-de Vries equations. This approach also leads to a system of ordinary differential equations for the pure soliton solutions of the sine-Gordon equation. (orig.) [de

  8. Integrable Hamiltonian systems and spectral theory

    CERN Document Server

    Moser, J

    1981-01-01

    Classical integrable Hamiltonian systems and isospectral deformations ; geodesics on an ellipsoid and the mechanical system of C. Neumann ; the Schrödinger equation for almost periodic potentials ; finite band potentials ; limit cases, Bargmann potentials.

  9. Hamiltonian dynamics of extended objects

    Energy Technology Data Exchange (ETDEWEB)

    Capovilla, R [Departamento de FIsica, Centro de Investigacion y de Estudios Avanzados del IPN, Apdo Postal 14-740, 07000 Mexico, DF (Mexico); Guven, J [School of Theoretical Physics, Dublin Institute for Advanced Studies, 10 Burlington Road, Dublin 4 (Ireland); Rojas, E [Instituto de Ciencias Nucleares, Universidad Nacional Autonoma de Mexico, Apdo Postal 70-543, 04510 Mexico, DF (Mexico)

    2004-12-07

    We consider relativistic extended objects described by a reparametrization-invariant local action that depends on the extrinsic curvature of the worldvolume swept out by the object as it evolves. We provide a Hamiltonian formulation of the dynamics of such higher derivative models which is motivated by the ADM formulation of general relativity. The canonical momenta are identified by looking at boundary behaviour under small deformations of the action; the relationship between the momentum conjugate to the embedding functions and the conserved momentum density is established. The canonical Hamiltonian is constructed explicitly; the constraints on the phase space, both primary and secondary, are identified and the role they play in the theory is described. The multipliers implementing the primary constraints are identified in terms of the ADM lapse and shift variables and Hamilton's equations are shown to be consistent with the Euler-Lagrange equations.

  10. Formulation of Hamiltonian mechanics with even and odd Poisson brackets

    International Nuclear Information System (INIS)

    Khudaverdyan, O.M.; Nersesyan, A.P.

    1987-01-01

    A possibility is studied as to constrict the odd Poisson bracket and odd Hamiltonian by the given dynamics in phase superspace - the even Poisson bracket and even Hamiltonian so the transition to the new structure does not change the equations of motion. 9 refs

  11. Self-Consistent Sources Extensions of Modified Differential-Difference KP Equation

    Science.gov (United States)

    Gegenhasi; Li, Ya-Qian; Zhang, Duo-Duo

    2018-04-01

    In this paper, we investigate a modified differential-difference KP equation which is shown to have a continuum limit into the mKP equation. It is also shown that the solution of the modified differential-difference KP equation is related to the solution of the differential-difference KP equation through a Miura transformation. We first present the Grammian solution to the modified differential-difference KP equation, and then produce a coupled modified differential-difference KP system by applying the source generation procedure. The explicit N-soliton solution of the resulting coupled modified differential-difference system is expressed in compact forms by using the Grammian determinant and Casorati determinant. We also construct and solve another form of the self-consistent sources extension of the modified differential-difference KP equation, which constitutes a Bäcklund transformation for the differential-difference KP equation with self-consistent sources. Supported by the National Natural Science Foundation of China under Grant Nos. 11601247 and 11605096, the Natural Science Foundation of Inner Mongolia Autonomous Region under Grant Nos. 2016MS0115 and 2015MS0116 and the Innovation Fund Programme of Inner Mongolia University No. 20161115

  12. Dynamics of partial differential equations

    CERN Document Server

    Wayne, C Eugene

    2015-01-01

    This book contains two review articles on the dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibits stable vortex solutions: the topic of Wayne's contribution is how solutions that start from arbitrary initial conditions evolve towards stable vortices. Weinstein considers the dynamics of localized states in nonlinear Schrodinger and Gross-Pitaevskii equations that describe many optical and quantum systems. In this contribution, Weinstein reviews recent bifurcations results of solitary waves, their linear and nonlinear stability properties, and results about radiation damping where waves lose energy through radiation.   The articles, written independently, are combined into one volume to showcase the tools of dynamical systems theory at work in explaining qualitative phenomena associated with two classes of partial differential equ...

  13. Differential equations, mechanics, and computation

    CERN Document Server

    Palais, Richard S

    2009-01-01

    This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a unified and visual introduction to the theory of numerical methods and a novel approach to the analysis of errors and stability of various numerical solution algorithms based on carefully chosen model problems. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject.

  14. Algorithms For Integrating Nonlinear Differential Equations

    Science.gov (United States)

    Freed, A. D.; Walker, K. P.

    1994-01-01

    Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

  15. Analysis of an Nth-order nonlinear differential-delay equation

    Science.gov (United States)

    Vallée, Réal; Marriott, Christopher

    1989-01-01

    The problem of a nonlinear dynamical system with delay and an overall response time which is distributed among N individual components is analyzed. Such a system can generally be modeled by an Nth-order nonlinear differential delay equation. A linear-stability analysis as well as a numerical simulation of that equation are performed and a comparison is made with the experimental results. Finally, a parallel is established between the first-order differential equation with delay and the Nth-order differential equation without delay.

  16. Differential constraints and exact solutions of nonlinear diffusion equations

    International Nuclear Information System (INIS)

    Kaptsov, Oleg V; Verevkin, Igor V

    2003-01-01

    The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries

  17. Hadamard-type fractional differential equations, inclusions and inequalities

    CERN Document Server

    Ahmad, Bashir; Ntouyas, Sotiris K; Tariboon, Jessada

    2017-01-01

    This book focuses on the recent development of fractional differential equations, integro-differential equations, and inclusions and inequalities involving the Hadamard derivative and integral. Through a comprehensive study based in part on their recent research, the authors address the issues related to initial and boundary value problems involving Hadamard type differential equations and inclusions as well as their functional counterparts. The book covers fundamental concepts of multivalued analysis and introduces a new class of mixed initial value problems involving the Hadamard derivative and Riemann-Liouville fractional integrals. In later chapters, the authors discuss nonlinear Langevin equations as well as coupled systems of Langevin equations with fractional integral conditions. Focused and thorough, this book is a useful resource for readers and researchers interested in the area of fractional calculus.

  18. LIE GROUPS AND NUMERICAL SOLUTIONS OF DIFFERENTIAL EQUATIONS: INVARIANT DISCRETIZATION VERSUS DIFFERENTIAL APPROXIMATION

    Directory of Open Access Journals (Sweden)

    Decio Levi

    2013-10-01

    Full Text Available We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the “first differential approximation” is invariant under the same Lie group as the original ordinary differential equation.

  19. On the structure of the commutative Z2 graded algebra valued integrable equations

    International Nuclear Information System (INIS)

    Konopelchenko, B.G.

    1980-01-01

    Partial differential equations integrable by the linear matrix spectral problem of arbitrary order are considered for the case that the 'potentials' take their values in the commutative infinte-dimensional Z 2 graded algebra (superalgebra). The general form of the integrable equations and their Baecklund transformations are found. The infinite sets of the integrals of the motion are constructed. The hamiltonian character of the integrable equations is proved. (orig.)

  20. A first course in differential equations

    CERN Document Server

    Logan, J David

    2015-01-01

    The third edition of this concise, popular textbook on elementary differential equations gives instructors an alternative to the many voluminous texts on the market. It presents a thorough treatment of the standard topics in an accessible, easy-to-read, format. The overarching perspective of the text conveys that differential equations are about applications. This book illuminates the mathematical theory in the text with a wide variety of applications that will appeal to students in physics, engineering, the biosciences, economics and mathematics. Instructors are likely to find that the first four or five chapters are suitable for a first course in the subject. This edition contains a healthy increase over earlier editions in the number of worked examples and exercises, particularly those routine in nature. Two appendices include a review with practice problems, and a MATLAB® supplement that gives basic codes and commands for solving differential equations. MATLAB® is not required; students are encouraged t...

  1. On kinetic Boltzmann equations and related hydrodynamic flows with dry viscosity

    Directory of Open Access Journals (Sweden)

    Nikolai N. Bogoliubov (Jr.

    2007-01-01

    Full Text Available A two-component particle model of Boltzmann-Vlasov type kinetic equations in the form of special nonlinear integro-differential hydrodynamic systems on an infinite-dimensional functional manifold is discussed. We show that such systems are naturally connected with the nonlinear kinetic Boltzmann-Vlasov equations for some one-dimensional particle flows with pointwise interaction potential between particles. A new type of hydrodynamic two-component Benney equations is constructed and their Hamiltonian structure is analyzed.

  2. The numerical solution of linear multi-term fractional differential equations: systems of equations

    Science.gov (United States)

    Edwards, John T.; Ford, Neville J.; Simpson, A. Charles

    2002-11-01

    In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.

  3. The differential equation of an arbitrary reflecting surface

    Science.gov (United States)

    Melka, Richard F.; Berrettini, Vincent D.; Yousif, Hashim A.

    2018-05-01

    A differential equation describing the reflection of a light ray incident upon an arbitrary reflecting surface is obtained using the law of reflection. The derived equation is written in terms of a parameter and the value of this parameter determines the nature of the reflecting surface. Under various parametric constraints, the solution of the differential equation leads to the various conic surfaces but is not generally solvable. In addition, the dynamics of the light reflections from the conic surfaces are executed in the Mathematica software. Our derivation is the converse of the traditional approach and our analysis assumes a relation between the object distance and the image distance. This leads to the differential equation of the reflecting surface.

  4. approximate controllability of a non-autonomous differential equation

    Indian Academy of Sciences (India)

    53

    for a non-autonomous functional differential equation using the theory of linear ... approximate controllability of various functional differential equations in abstract ...... the operator A(t) and into the requirement that x(t) ∈ D(A) for all t ≥ 0.

  5. Differential equations driven by rough paths with jumps

    Science.gov (United States)

    Friz, Peter K.; Zhang, Huilin

    2018-05-01

    We develop the rough path counterpart of Itô stochastic integration and differential equations driven by general semimartingales. This significantly enlarges the classes of (Itô/forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.

  6. Selected papers on analysis and differential equations

    CERN Document Server

    Society, American Mathematical

    2010-01-01

    This volume contains translations of papers that originally appeared in the Japanese journal Sūgaku. These papers range over a variety of topics in ordinary and partial differential equations, and in analysis. Many of them are survey papers presenting new results obtained in the last few years. This volume is suitable for graduate students and research mathematicians interested in analysis and differential equations.

  7. A practical course in differential equations and mathematical modeling

    CERN Document Server

    Ibragimov , Nail H

    2009-01-01

    A Practical Course in Differential Equations and Mathematical Modelling is a unique blend of the traditional methods of ordinary and partial differential equations with Lie group analysis enriched by the author's own theoretical developments. The book which aims to present new mathematical curricula based on symmetry and invariance principles is tailored to develop analytic skills and working knowledge in both classical and Lie's methods for solving linear and nonlinear equations. This approach helps to make courses in differential equations, mathematical modelling, distributions and fundame

  8. Long-Term Dynamics of Autonomous Fractional Differential Equations

    Science.gov (United States)

    Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun

    This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.

  9. Super Hamiltonian structure of the even order SKP hierarchy without reduction

    International Nuclear Information System (INIS)

    Watanabe, Yoshihide

    1987-01-01

    The super Hamiltonian operator which is different from that of Manin and Radul is derived from the even order SKP hierarchy without reduction and in terms of the operator, the equation in the hierarchy is written in a Hamiltonian form. (orig.)

  10. A new approach to Catalan numbers using differential equations

    Science.gov (United States)

    Kim, D. S.; Kim, T.

    2017-10-01

    In this paper, we introduce two differential equations arising from the generating function of the Catalan numbers which are `inverses' to each other in a certain sense. From these differential equations, we obtain some new and explicit identities for Catalan and higher-order Catalan numbers. In addition, by other means than differential equations, we also derive some interesting identities involving Catalan numbers which are of arithmetic and combinatorial nature.

  11. Particle Systems and Partial Differential Equations I

    CERN Document Server

    Gonçalves, Patricia

    2014-01-01

    This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.  The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory, and to stimulate discussions and possibly new collaborations among researchers with different backgrounds.  The book contains lecture notes written by François Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navie...

  12. Multi-Hamiltonian formulations and stability of higher-derivative extensions of 3d Chern-Simons

    Energy Technology Data Exchange (ETDEWEB)

    Abakumova, V.A.; Kaparulin, D.S.; Lyakhovich, S.L. [Tomsk State University, Physics Faculty, Tomsk (Russian Federation)

    2018-02-15

    Most general third-order 3d linear gauge vector field theory is considered. The field equations involve, besides the mass, two dimensionless constant parameters. The theory admits two-parameter series of conserved tensors with the canonical energy-momentum being a particular representative of the series. For a certain range of the model parameters, the series of conserved tensors include bounded quantities. This makes the dynamics classically stable, though the canonical energy is unbounded in all the instances. The free third-order equations are shown to admit constrained multi-Hamiltonian form with the 00-components of conserved tensors playing the roles of corresponding Hamiltonians. The series of Hamiltonians includes the canonical Ostrogradski's one, which is unbounded. The Hamiltonian formulations with different Hamiltonians are not connected by canonical transformations. This means, the theory admits inequivalent quantizations at the free level. Covariant interactions are included with spinor fields such that the higher-derivative dynamics remains stable at interacting level if the bounded conserved quantity exists in the free theory. In the first-order formalism, the interacting theory remains Hamiltonian and therefore it admits quantization, though the vertices are not necessarily Lagrangian in the third-order field equations. (orig.)

  13. Algorithmic Verification of Linearizability for Ordinary Differential Equations

    KAUST Repository

    Lyakhov, Dmitry A.

    2017-07-19

    For a nonlinear ordinary differential equation solved with respect to the highest order derivative and rational in the other derivatives and in the independent variable, we devise two algorithms to check if the equation can be reduced to a linear one by a point transformation of the dependent and independent variables. The first algorithm is based on a construction of the Lie point symmetry algebra and on the computation of its derived algebra. The second algorithm exploits the differential Thomas decomposition and allows not only to test the linearizability, but also to generate a system of nonlinear partial differential equations that determines the point transformation and the coefficients of the linearized equation. The implementation of both algorithms is discussed and their application is illustrated using several examples.

  14. Rational approximations to solutions of linear differential equations.

    Science.gov (United States)

    Chudnovsky, D V; Chudnovsky, G V

    1983-08-01

    Rational approximations of Padé and Padé type to solutions of differential equations are considered. One of the main results is a theorem stating that a simultaneous approximation to arbitrary solutions of linear differential equations over C(x) cannot be "better" than trivial ones implied by the Dirichlet box principle. This constitutes, in particular, the solution in the linear case of Kolchin's problem that the "Roth's theorem" holds for arbitrary solutions of algebraic differential equations. Complete effective proofs for several valuations are presented based on the Wronskian methods and graded subrings of Picard-Vessiot extensions.

  15. On the singular perturbations for fractional differential equation.

    Science.gov (United States)

    Atangana, Abdon

    2014-01-01

    The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

  16. Quasi-Newton methods for parameter estimation in functional differential equations

    Science.gov (United States)

    Brewer, Dennis W.

    1988-01-01

    A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

  17. A Hamiltonian approach to Thermodynamics

    Energy Technology Data Exchange (ETDEWEB)

    Baldiotti, M.C., E-mail: baldiotti@uel.br [Departamento de Física, Universidade Estadual de Londrina, 86051-990, Londrina-PR (Brazil); Fresneda, R., E-mail: rodrigo.fresneda@ufabc.edu.br [Universidade Federal do ABC, Av. dos Estados 5001, 09210-580, Santo André-SP (Brazil); Molina, C., E-mail: cmolina@usp.br [Escola de Artes, Ciências e Humanidades, Universidade de São Paulo, Av. Arlindo Bettio 1000, CEP 03828-000, São Paulo-SP (Brazil)

    2016-10-15

    In the present work we develop a strictly Hamiltonian approach to Thermodynamics. A thermodynamic description based on symplectic geometry is introduced, where all thermodynamic processes can be described within the framework of Analytic Mechanics. Our proposal is constructed on top of a usual symplectic manifold, where phase space is even dimensional and one has well-defined Poisson brackets. The main idea is the introduction of an extended phase space where thermodynamic equations of state are realized as constraints. We are then able to apply the canonical transformation toolkit to thermodynamic problems. Throughout this development, Dirac’s theory of constrained systems is extensively used. To illustrate the formalism, we consider paradigmatic examples, namely, the ideal, van der Waals and Clausius gases. - Highlights: • A strictly Hamiltonian approach to Thermodynamics is proposed. • Dirac’s theory of constrained systems is extensively used. • Thermodynamic equations of state are realized as constraints. • Thermodynamic potentials are related by canonical transformations.

  18. A Hamiltonian approach to Thermodynamics

    International Nuclear Information System (INIS)

    Baldiotti, M.C.; Fresneda, R.; Molina, C.

    2016-01-01

    In the present work we develop a strictly Hamiltonian approach to Thermodynamics. A thermodynamic description based on symplectic geometry is introduced, where all thermodynamic processes can be described within the framework of Analytic Mechanics. Our proposal is constructed on top of a usual symplectic manifold, where phase space is even dimensional and one has well-defined Poisson brackets. The main idea is the introduction of an extended phase space where thermodynamic equations of state are realized as constraints. We are then able to apply the canonical transformation toolkit to thermodynamic problems. Throughout this development, Dirac’s theory of constrained systems is extensively used. To illustrate the formalism, we consider paradigmatic examples, namely, the ideal, van der Waals and Clausius gases. - Highlights: • A strictly Hamiltonian approach to Thermodynamics is proposed. • Dirac’s theory of constrained systems is extensively used. • Thermodynamic equations of state are realized as constraints. • Thermodynamic potentials are related by canonical transformations.

  19. An introduction to stochastic differential equations

    CERN Document Server

    Evans, Lawrence C

    2014-01-01

    These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. -Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability. -George Papa

  20. From differential to difference equations for first order ODEs

    Science.gov (United States)

    Freed, Alan D.; Walker, Kevin P.

    1991-01-01

    When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.

  1. Backward stochastic differential equations from linear to fully nonlinear theory

    CERN Document Server

    Zhang, Jianfeng

    2017-01-01

    This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.

  2. Hamiltonian reductions in plasma physics about intrinsic gyrokinetic

    International Nuclear Information System (INIS)

    Guillebon de Resnes, L. de

    2013-01-01

    Gyrokinetic is a key model for plasma micro-turbulence, commonly used for fusion plasmas or small-scale astrophysical turbulence, for instance. The model still suffers from several issues, which could imply to reconsider the equations. This thesis dissertation clarifies three of them. First, one of the coordinates caused questions, both from a physical and from a mathematical point of view; a suitable constrained coordinate is introduced, which removes the issues from the theory and explains the intrinsic structures underlying the questions. Second, the perturbative coordinate transformation for gyrokinetic was computed only at lowest orders; explicit induction relations are obtained to go arbitrary order in the expansion. Third, the introduction of the coupling between the plasma and the electromagnetic field was not completely satisfactory; using the Hamiltonian structure of the dynamics, it is implemented in a more appropriate way, with strong consequences on the gyrokinetic equations, especially about their Hamiltonian structure. In order to address these three main points, several other results are obtained, for instance about the origin of the guiding-center adiabatic invariant, about a very efficient minimal guiding center transformation, or about an intermediate Hamiltonian model between Vlasov-Maxwell and gyrokinetic, where the characteristics include both the slow guiding-center dynamics and the fast gyro-angle dynamics. In addition, various reduction methods are used, introduced or developed, e.g. a Lie-transform of the equations of motion, a lifting method to transfer particle reductions to the corresponding Hamiltonian field dynamics, or a truncation method related both to Dirac's theory of constraints and to a projection onto a Lie-subalgebra. Besides gyrokinetic, this is useful to clarify other Hamiltonian reductions in plasma physics, for instance for incompressible or electrostatic dynamics, for magnetohydrodynamics, or for fluid closures including

  3. Solving Differential Equations Analytically. Elementary Differential Equations. Modules and Monographs in Undergraduate Mathematics and Its Applications Project. UMAP Unit 335.

    Science.gov (United States)

    Goldston, J. W.

    This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…

  4. Darboux transformations and linear parabolic partial differential equations

    International Nuclear Information System (INIS)

    Arrigo, Daniel J.; Hickling, Fred

    2002-01-01

    Solutions for a class of linear parabolic partial differential equation are provided. These solutions are obtained by first solving a system of (n+1) nonlinear partial differential equations. This system arises as the coefficients of a Darboux transformation and is equivalent to a matrix Burgers' equation. This matrix equation is solved using a generalized Hopf-Cole transformation. The solutions for the original equation are given in terms of solutions of the heat equation. These results are applied to the (1+1)-dimensional Schroedinger equation where all bound state solutions are obtained for a 2n-parameter family of potentials. As a special case, the solutions for integral members of the regular and modified Poeschl-Teller potentials are recovered. (author). Letter-to-the-editor

  5. Applying homotopy analysis method for solving differential-difference equation

    International Nuclear Information System (INIS)

    Wang Zhen; Zou Li; Zhang Hongqing

    2007-01-01

    In this Letter, we apply the homotopy analysis method to solving the differential-difference equations. A simple but typical example is applied to illustrate the validity and the great potential of the generalized homotopy analysis method in solving differential-difference equation. Comparisons are made between the results of the proposed method and exact solutions. The results show that the homotopy analysis method is an attractive method in solving the differential-difference equations

  6. Solution of fractional differential equations by using differential transform method

    International Nuclear Information System (INIS)

    Arikoglu, Aytac; Ozkol, Ibrahim

    2007-01-01

    In this study, we implement a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equations. Theorems that never existed before are introduced with their proofs. Also numerical examples are carried out for various types of problems, including the Bagley-Torvik, Ricatti and composite fractional oscillation equations for the application of the method. The results obtained are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, accurate and easy to apply

  7. Solution of fractional differential equations by using differential transform method

    Energy Technology Data Exchange (ETDEWEB)

    Arikoglu, Aytac [Istanbul Technical University, Faculty of Aeronautics and Astronautics, Department of Aeronautical Engineering, Maslak, TR-34469 Istanbul (Turkey); Ozkol, Ibrahim [Istanbul Technical University, Faculty of Aeronautics and Astronautics, Department of Aeronautical Engineering, Maslak, TR-34469 Istanbul (Turkey)]. E-mail: ozkol@itu.edu.tr

    2007-12-15

    In this study, we implement a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equations. Theorems that never existed before are introduced with their proofs. Also numerical examples are carried out for various types of problems, including the Bagley-Torvik, Ricatti and composite fractional oscillation equations for the application of the method. The results obtained are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, accurate and easy to apply.

  8. Remarks on Hamiltonian structures in G2-geometry

    International Nuclear Information System (INIS)

    Cho, Hyunjoo; Salur, Sema; Todd, A. J.

    2013-01-01

    In this article, we treat G 2 -geometry as a special case of multisymplectic geometry and make a number of remarks regarding Hamiltonian multivector fields and Hamiltonian differential forms on manifolds with an integrable G 2 -structure; in particular, we discuss existence and make a number of identifications of the spaces of Hamiltonian structures associated to the two multisymplectic structures associated to an integrable G 2 -structure. Along the way, we prove some results in multisymplectic geometry that are generalizations of results from symplectic geometry

  9. International Conference on Differential Equations and Nonlinear Mechanics

    CERN Document Server

    2001-01-01

    The International Conference on Differential Equations and Nonlinear Mechanics was hosted by the University of Central Florida in Orlando from March 17-19, 1999. One of the conference days was dedicated to Professor V. Lakshmikantham in th honor of his 75 birthday. 50 well established professionals (in differential equations, nonlinear analysis, numerical analysis, and nonlinear mechanics) attended the conference from 13 countries. Twelve of the attendees delivered hour long invited talks and remaining thirty-eight presented invited forty-five minute talks. In each of these talks, the focus was on the recent developments in differential equations and nonlinear mechanics and their applications. This book consists of 29 papers based on the invited lectures, and I believe that it provides a good selection of advanced topics of current interest in differential equations and nonlinear mechanics. I am indebted to the Department of Mathematics, College of Arts and Sciences, Department of Mechanical, Materials and Ae...

  10. Dynamic data analysis modeling data with differential equations

    CERN Document Server

    Ramsay, James

    2017-01-01

    This text focuses on the use of smoothing methods for developing and estimating differential equations following recent developments in functional data analysis and building on techniques described in Ramsay and Silverman (2005) Functional Data Analysis. The central concept of a dynamical system as a buffer that translates sudden changes in input into smooth controlled output responses has led to applications of previously analyzed data, opening up entirely new opportunities for dynamical systems. The technical level has been kept low so that those with little or no exposure to differential equations as modeling objects can be brought into this data analysis landscape. There are already many texts on the mathematical properties of ordinary differential equations, or dynamic models, and there is a large literature distributed over many fields on models for real world processes consisting of differential equations. However, a researcher interested in fitting such a model to data, or a statistician interested in...

  11. Oscillator representations for self-adjoint Calogero Hamiltonians

    Energy Technology Data Exchange (ETDEWEB)

    Gitman, D M [Institute of Physics, University of Sao Paulo (Brazil); Tyutin, I V; Voronov, B L, E-mail: gitman@dfn.if.usp.br, E-mail: tyutin@lpi.ru, E-mail: voronov@lpi.ru [Lebedev Physical Institute, Moscow (Russian Federation)

    2011-10-21

    In Gitman et al (2010 J. Phys. A: Math. Theor. 43 145205), we presented a mathematically rigorous quantum-mechanical treatment of a one-dimensional motion of a particle in the Calogero potential V(x) = {alpha}x{sup -2}. We described all possible self-adjoint (s.a.) operators (s.a. Hamiltonians) associated with the differential operation H=-d{sub x}{sup 2}+{alpha}x{sup -2} for the Calogero Hamiltonian. Here, we discuss a new aspect of the problem, the so-called oscillator representations for the Calogero Hamiltonians. As is known, operators of the form N-hat = a-hat{sup +} a-hat and A-hat = a-hat a-hat{sup +} are called operators of oscillator type. Oscillator-type operators possess a number of useful properties in the case when the elementary operators a-hat are closed. It turns out that some s.a. Calogero Hamiltonians allow oscillator-type representations. We describe such Hamiltonians and find the corresponding mutually adjoint elementary operators a-hat and a-hat{sup +}. An oscillator-type representation for a given Hamiltonian is generally not unique. (paper)

  12. Oscillator representations for self-adjoint Calogero Hamiltonians

    International Nuclear Information System (INIS)

    Gitman, D M; Tyutin, I V; Voronov, B L

    2011-01-01

    In Gitman et al (2010 J. Phys. A: Math. Theor. 43 145205), we presented a mathematically rigorous quantum-mechanical treatment of a one-dimensional motion of a particle in the Calogero potential V(x) = αx -2 . We described all possible self-adjoint (s.a.) operators (s.a. Hamiltonians) associated with the differential operation H=-d x 2 +αx -2 for the Calogero Hamiltonian. Here, we discuss a new aspect of the problem, the so-called oscillator representations for the Calogero Hamiltonians. As is known, operators of the form N-hat = a-hat + a-hat and A-hat = a-hat a-hat + are called operators of oscillator type. Oscillator-type operators possess a number of useful properties in the case when the elementary operators a-hat are closed. It turns out that some s.a. Calogero Hamiltonians allow oscillator-type representations. We describe such Hamiltonians and find the corresponding mutually adjoint elementary operators a-hat and a-hat + . An oscillator-type representation for a given Hamiltonian is generally not unique. (paper)

  13. Soliton equations and Hamiltonian systems

    CERN Document Server

    Dickey, L A

    2002-01-01

    The theory of soliton equations and integrable systems has developed rapidly during the last 30 years with numerous applications in mechanics and physics. For a long time, books in this field have not been written but the flood of papers was overwhelming: many hundreds, maybe thousands of them. All this output followed one single work by Gardner, Green, Kruskal, and Mizura on the Korteweg-de Vries equation (KdV), which had seemed to be merely an unassuming equation of mathematical physics describing waves in shallow water. Besides its obvious practical use, this theory is attractive also becau

  14. Oscillation of a class of fractional differential equations with damping term.

    Science.gov (United States)

    Qin, Huizeng; Zheng, Bin

    2013-01-01

    We investigate the oscillation of a class of fractional differential equations with damping term. Based on a certain variable transformation, the fractional differential equations are converted into another differential equations of integer order with respect to the new variable. Then, using Riccati transformation, inequality, and integration average technique, some new oscillatory criteria for the equations are established. As for applications, oscillation for two certain fractional differential equations with damping term is investigated by the use of the presented results.

  15. Lagrangian and Hamiltonian dynamics

    CERN Document Server

    Mann, Peter

    2018-01-01

    An introductory textbook exploring the subject of Lagrangian and Hamiltonian dynamics, with a relaxed and self-contained setting. Lagrangian and Hamiltonian dynamics is the continuation of Newton's classical physics into new formalisms, each highlighting novel aspects of mechanics that gradually build in complexity to form the basis for almost all of theoretical physics. Lagrangian and Hamiltonian dynamics also acts as a gateway to more abstract concepts routed in differential geometry and field theories and can be used to introduce these subject areas to newcomers. Journeying in a self-contained manner from the very basics, through the fundamentals and onwards to the cutting edge of the subject, along the way the reader is supported by all the necessary background mathematics, fully worked examples, thoughtful and vibrant illustrations as well as an informal narrative and numerous fresh, modern and inter-disciplinary applications. The book contains some unusual topics for a classical mechanics textbook. Mo...

  16. Variational derivation of a time-dependent Hartree-Fock Hamiltonian

    International Nuclear Information System (INIS)

    Lichtner, P.C.; Griffin, J.J.; Schultheis, H.; Schultheis, R.; Volkov, A.B.

    1979-01-01

    The variational derivation of the time-dependent Hartree-Fock equation is reviewed. When norm-violating variations are included, a unique time-dependent Hartree-Fock Hamiltonian, which differs from that customarily used in time-dependent Hartree-Fock analyses, is implied. This variationally ''true'' Hartree-Fock Hamiltonian has the same expectation value as the exact Hamiltonian, equal to the average energy of the system. Since this quantity remains constant under time-dependent Hartree-Fock time evolution, we suggest the label ''constant '' for this form of time-dependent Hartree-Fock theory

  17. Navier-Stokes dynamics on a differential one-form

    Science.gov (United States)

    Story, Troy L.

    2006-11-01

    After transforming the Navier-Stokes dynamic equation into a characteristic differential one-form on an odd-dimensional differentiable manifold, exterior calculus is used to construct a pair of differential equations and tangent vector(vortex vector) characteristic of Hamiltonian geometry. A solution to the Navier-Stokes dynamic equation is then obtained by solving this pair of equations for the position x^k and the conjugate to the position bk as functions of time. The solution bk is shown to be divergence-free by contracting the differential 3-form corresponding to the divergence of the gradient of the velocity with a triple of tangent vectors, implying constraints on two of the tangent vectors for the system. Analysis of the solution bk shows it is bounded since it remains finite as | x^k | ->,, and is physically reasonable since the square of the gradient of the principal function is bounded. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian is obtained.

  18. Hamiltonian derivation of the nonhydrostatic pressure-coordinate model

    Science.gov (United States)

    Salmon, Rick; Smith, Leslie M.

    1994-07-01

    In 1989, the Miller-Pearce (MP) model for nonhydrostatic fluid motion governed by equations written in pressure coordinates was extended by removing the prescribed reference temperature, T(sub s)(p), while retaining the conservation laws and other desirable properties. It was speculated that this extension of the MP model had a Hamiltonian structure and that a slick derivation of the Ertel property could be constructed if the relevant Hamiltonian were known. In this note, the extended equations are derived using Hamilton's principle. The potential vorticity law arises from the usual particle-relabeling symmetry of the Lagrangian, and even the absence of sound waves is anticipated from the fact that the pressure inside the free energy G(p, theta) in the derived equation is hydrostatic and thus G is insensitive to local pressure fluctuations. The model extension is analogous to the semigeostrophic equations for nearly geostrophic flow, which do not incorporate a prescribed reference state, while the earlier MP model is analogous to the quasigeostrophic equations, which become highly inaccurate when the flow wanders from a prescribed state with nearly flat isothermal surfaces.

  19. A textbook on ordinary differential equations

    CERN Document Server

    Ahmad, Shair

    2015-01-01

    This book offers readers a primer on the theory and applications of Ordinary Differential Equations. The style used is simple, yet thorough and rigorous. Each chapter ends with a broad set of exercises that range from the routine to the more challenging and thought-provoking. Solutions to selected exercises can be found at the end of the book. The book contains many interesting examples on topics such as electric circuits, the pendulum equation, the logistic equation, the Lotka-Volterra system, the Laplace Transform, etc., which introduce students to a number of interesting aspects of the theory and applications. The work is mainly intended for students of Mathematics, Physics, Engineering, Computer Science and other areas of the natural and social sciences that use ordinary differential equations, and who have a firm grasp of Calculus and a minimal understanding of the basic concepts used in Linear Algebra. It also studies a few more advanced topics, such as Stability Theory and Boundary Value Problems, whic...

  20. Constant of motion for a one-dimensional and nth-order autonomous system and its relation to the Lagrangian and Hamiltonian

    International Nuclear Information System (INIS)

    Lopez, G.

    1993-12-01

    A constant of motion is defined for a one-dimensional and nth-differenital-order autonomous svstem. A generalization of the Legendre transformation is given that allows one to obtain a relation among the constant of motion the Lagrangian, and the Hamiltonian. The approach is used to obtain the constant of motion associated with the nonrelativistic third-differential-order Abraham-Lorentz radiation damping equation

  1. Solutions of system of P1 equations without use of auxiliary differential equations coupled

    International Nuclear Information System (INIS)

    Martinez, Aquilino Senra; Silva, Fernando Carvalho da; Cardoso, Carlos Eduardo Santos

    2000-01-01

    The system of P1 equations is composed by two equations coupled itself one for the neutron flux and other for the current. Usually this system is solved by definitions of two integrals parameters, which are named slowing down densities of the flux and the current. Hence, the system P1 can be change from integral to only two differential equations. However, there are two new differentials equations that may be solved with the initial system. The present work analyzes this procedure and studies a method, which solve the P1 equations directly, without definitions of slowing down densities. (author)

  2. A Priori Regularity of Parabolic Partial Differential Equations

    KAUST Repository

    Berkemeier, Francisco

    2018-01-01

    In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular

  3. Differential Equation of Equilibrium

    African Journals Online (AJOL)

    user

    ABSTRACT. Analysis of underground circular cylindrical shell is carried out in this work. The forth order differential equation of equilibrium, comparable to that of beam on elastic foundation, was derived from static principles on the assumptions of P. L Pasternak. Laplace transformation was used to solve the governing ...

  4. Ordinary differential equations principles and applications

    CERN Document Server

    Nandakumaran, A K; George, Raju K

    2017-01-01

    Written in a clear, logical and concise manner, this comprehensive resource allows students to quickly understand the key principles, techniques and applications of ordinary differential equations. Important topics including first and second order linear equations, initial value problems and qualitative theory are presented in separate chapters. The concepts of two point boundary value problems, physical models and first order partial differential equations are discussed in detail. The text uses tools of calculus and real analysis to get solutions in explicit form. While discussing first order linear systems, linear algebra techniques are used. The real-life applications are interspersed throughout the book to invoke reader's interest. The methods and tricks to solve numerous mathematical problems with sufficient derivations and explanation are provided. The proofs of theorems are explained for the benefit of the readers.

  5. Numerov iteration method for second order integral-differential equation

    International Nuclear Information System (INIS)

    Zeng Fanan; Zhang Jiaju; Zhao Xuan

    1987-01-01

    In this paper, Numerov iterative method for second order integral-differential equation and system of equations are constructed. Numerical examples show that this method is better than direct method (Gauss elimination method) in CPU time and memoy requireing. Therefore, this method is an efficient method for solving integral-differential equation in nuclear physics

  6. On the Singular Perturbations for Fractional Differential Equation

    Directory of Open Access Journals (Sweden)

    Abdon Atangana

    2014-01-01

    Full Text Available The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

  7. On the Inclusion of Difference Equation Problems and Z Transform Methods in Sophomore Differential Equation Classes

    Science.gov (United States)

    Savoye, Philippe

    2009-01-01

    In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.

  8. Growth of meromorphic solutions of delay differential equations

    OpenAIRE

    Halburd, Rod; Korhonen, Risto

    2016-01-01

    Necessary conditions are obtained for certain types of rational delay differential equations to admit a non-rational meromorphic solution of hyper-order less than one. The equations obtained include delay Painlev\\'e equations and equations solved by elliptic functions.

  9. Self-adjoint Hamiltonians with a mass jump: General matching conditions

    International Nuclear Information System (INIS)

    Gadella, M.; Kuru, S.; Negro, J.

    2007-01-01

    The simplest position-dependent mass Hamiltonian in one dimension, where the mass has the form of a step function with a jump discontinuity at one point, is considered. The most general matching conditions at the jumping point for the solutions of the Schroedinger equation that provide a self-adjoint Hamiltonian are characterized

  10. Linear measure functional differential equations with infinite delay

    Czech Academy of Sciences Publication Activity Database

    Monteiro, Giselle Antunes; Slavík, A.

    2014-01-01

    Roč. 287, 11-12 (2014), s. 1363-1382 ISSN 0025-584X Institutional support: RVO:67985840 Keywords : measure functional differential equations * generalized ordinary differential equations * Kurzweil-Stieltjes integral Subject RIV: BA - General Mathematics Impact factor: 0.683, year: 2014 http://onlinelibrary.wiley.com/doi/10.1002/mana.201300048/abstract

  11. A novel method to solve functional differential equations

    International Nuclear Information System (INIS)

    Tapia, V.

    1990-01-01

    A method to solve differential equations containing the variational operator as the derivation operation is presented. They are called variational differential equations (VDE). The solution to a VDE should be a function containing the derivatives, with respect to the base space coordinates, of the fields up to a generic order s: a s-th-order function. The variational operator doubles the order of the function on which it acts. Therefore, in order to make compatible the orders of the different terms appearing in a VDE, the solution should be a function containing the derivatives of the fields at all orders. But this takes us again back to the functional methods. In order to avoid this, one must restrict the considerations, in the case of second-order VDEs, to the space of s-th-order functions on which the variational operator acts transitively. These functions have been characterized for a one-dimensional base space for the first- and second-order cases. These functions turn out to be polynomial in the highest-order derivatives of the fields with functions of the lower-order derivatives as coefficients. Then VDEs reduce to a system of coupled partial differential equations for the coefficients above mentioned. The importance of the method lies on the fact that the solutions to VDEs are in a one-to-one correspondence with the solutions of functional differential equations. The previous method finds direct applications in quantum field theory, where the Schroedinger equation plays a central role. Since the Schroedinger equation is reduced to a system of coupled partial differential equations, this provides a nonperturbative scheme for quantum field theory. As an example, the massless scalar field is considered

  12. Lagrange-Noether method for solving second-order differential equations

    Institute of Scientific and Technical Information of China (English)

    Wu Hui-Bin; Wu Run-Heng

    2009-01-01

    The purpose of this paper is to provide a new method called the Lagrange-Noether method for solving second-order differential equations. The method is,firstly,to write the second-order differential equations completely or partially in the form of Lagrange equations,and secondly,to obtain the integrals of the equations by using the Noether theory of the Lagrange system. An example is given to illustrate the application of the result.

  13. Solving (2 + 1)-dimensional sine-Poisson equation by a modified variable separated ordinary differential equation method

    International Nuclear Information System (INIS)

    Ka-Lin, Su; Yuan-Xi, Xie

    2010-01-01

    By introducing a more general auxiliary ordinary differential equation (ODE), a modified variable separated ordinary differential equation method is presented for solving the (2 + 1)-dimensional sine-Poisson equation. As a result, many explicit and exact solutions of the (2 + 1)-dimensional sine-Poisson equation are derived in a simple manner by this technique. (general)

  14. Differential equation models for sharp threshold dynamics.

    Science.gov (United States)

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

    We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.

  15. Deterministic Brownian motion generated from differential delay equations.

    Science.gov (United States)

    Lei, Jinzhi; Mackey, Michael C

    2011-10-01

    This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential delay equation and then numerically investigate the probabilistic properties of chaotic solutions of the same equation. Our results show that solutions of the deterministic equation with randomly selected initial conditions display a Gaussian-like density for long time, but the densities are supported on an interval of finite measure. Using these chaotic solutions as velocities, we are able to produce Brownian-like motions, which show statistical properties akin to those of a classical Brownian motion over both short and long time scales. Several conjectures are formulated for the probabilistic properties of the solution of the differential delay equation. Numerical studies suggest that these conjectures could be "universal" for similar types of "chaotic" dynamics, but we have been unable to prove this.

  16. Quantum hydrodynamics and nonlinear differential equations for degenerate Fermi gas

    International Nuclear Information System (INIS)

    Bettelheim, Eldad; Abanov, Alexander G; Wiegmann, Paul B

    2008-01-01

    We present new nonlinear differential equations for spacetime correlation functions of Fermi gas in one spatial dimension. The correlation functions we consider describe non-stationary processes out of equilibrium. The equations we obtain are integrable equations. They generalize known nonlinear differential equations for correlation functions at equilibrium [1-4] and provide vital tools for studying non-equilibrium dynamics of electronic systems. The method we developed is based only on Wick's theorem and the hydrodynamic description of the Fermi gas. Differential equations appear directly in bilinear form. (fast track communication)

  17. Exact Solutions for Nonlinear Differential Difference Equations in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    Khaled A. Gepreel

    2013-01-01

    Full Text Available We modified the truncated expansion method to construct the exact solutions for some nonlinear differential difference equations in mathematical physics via the general lattice equation, the discrete nonlinear Schrodinger with a saturable nonlinearity, the quintic discrete nonlinear Schrodinger equation, and the relativistic Toda lattice system. Also, we put a rational solitary wave function method to find the rational solitary wave solutions for some nonlinear differential difference equations. The proposed methods are more effective and powerful to obtain the exact solutions for nonlinear difference differential equations.

  18. A Few Integrable Dynamical Systems, Recurrence Operators, Expanding Integrable Models and Hamiltonian Structures by the r -Matrix Method

    International Nuclear Information System (INIS)

    Zhang Yu-Feng; Muhammad, Iqbal; Yue Chao

    2017-01-01

    We extend two known dynamical systems obtained by Blaszak, et al. via choosing Casimir functions and utilizing Novikov–Lax equation so that a series of novel dynamical systems including generalized Burgers dynamical system, heat equation, and so on, are followed to be generated. Then we expand some differential operators presented in the paper to deduce two types of expanding dynamical models. By taking the generalized Burgers dynamical system as an example, we deform its expanding model to get a half-expanding system, whose recurrence operator is derived from Lax representation, and its Hamiltonian structure is also obtained by adopting a new way. Finally, we expand the generalized Burgers dynamical system to the (2+1)-dimensional case whose Hamiltonian structure is derived by Poisson tensor and gradient of the Casimir function. Besides, a kind of (2+1)-dimensional expanding dynamical model of the (2+1)-dimensional dynamical system is generated as well. (paper)

  19. Periodic solutions of asymptotically linear Hamiltonian systems without twist conditions

    Energy Technology Data Exchange (ETDEWEB)

    Cheng Rong [Coll. of Mathematics and Physics, Nanjing Univ. of Information Science and Tech., Nanjing (China); Dept. of Mathematics, Southeast Univ., Nanjing (China); Zhang Dongfeng [Dept. of Mathematics, Southeast Univ., Nanjing (China)

    2010-05-15

    In dynamical system theory, especially in many fields of applications from mechanics, Hamiltonian systems play an important role, since many related equations in mechanics can be written in an Hamiltonian form. In this paper, we study the existence of periodic solutions for a class of Hamiltonian systems. By applying the Galerkin approximation method together with a result of critical point theory, we establish the existence of periodic solutions of asymptotically linear Hamiltonian systems without twist conditions. Twist conditions play crucial roles in the study of periodic solutions for asymptotically linear Hamiltonian systems. The lack of twist conditions brings some difficulty to the study. To the authors' knowledge, very little is known about the case, where twist conditions do not hold. (orig.)

  20. Hamiltonian closures in fluid models for plasmas

    Science.gov (United States)

    Tassi, Emanuele

    2017-11-01

    This article reviews recent activity on the Hamiltonian formulation of fluid models for plasmas in the non-dissipative limit, with emphasis on the relations between the fluid closures adopted for the different models and the Hamiltonian structures. The review focuses on results obtained during the last decade, but a few classical results are also described, in order to illustrate connections with the most recent developments. With the hope of making the review accessible not only to specialists in the field, an introduction to the mathematical tools applied in the Hamiltonian formalism for continuum models is provided. Subsequently, we review the Hamiltonian formulation of models based on the magnetohydrodynamics description, including those based on the adiabatic and double adiabatic closure. It is shown how Dirac's theory of constrained Hamiltonian systems can be applied to impose the incompressibility closure on a magnetohydrodynamic model and how an extended version of barotropic magnetohydrodynamics, accounting for two-fluid effects, is amenable to a Hamiltonian formulation. Hamiltonian reduced fluid models, valid in the presence of a strong magnetic field, are also reviewed. In particular, reduced magnetohydrodynamics and models assuming cold ions and different closures for the electron fluid are discussed. Hamiltonian models relaxing the cold-ion assumption are then introduced. These include models where finite Larmor radius effects are added by means of the gyromap technique, and gyrofluid models. Numerical simulations of Hamiltonian reduced fluid models investigating the phenomenon of magnetic reconnection are illustrated. The last part of the review concerns recent results based on the derivation of closures preserving a Hamiltonian structure, based on the Hamiltonian structure of parent kinetic models. Identification of such closures for fluid models derived from kinetic systems based on the Vlasov and drift-kinetic equations are presented, and

  1. Differential equations from the algebraic standpoint

    CERN Document Server

    Ritt, Joseph Fels

    1932-01-01

    This book can be viewed as a first attempt to systematically develop an algebraic theory of nonlinear differential equations, both ordinary and partial. The main goal of the author was to construct a theory of elimination, which "will reduce the existence problem for a finite or infinite system of algebraic differential equations to the application of the implicit function theorem taken with Cauchy's theorem in the ordinary case and Riquier's in the partial." In his 1934 review of the book, J. M. Thomas called it "concise, readable, original, precise, and stimulating", and his words still rema

  2. The Hamiltonian structure of general relativistic perfect fluids

    International Nuclear Information System (INIS)

    Bao, D.; Houston Univ., TX; Marsden, J.; Walton, R.

    1985-01-01

    We show that the evolution equations for a perfect fluid coupled to general relativity in a general lapse and shift, are Hamiltonian relative to a certain Poisson structure. For the fluid variables, a Lie-Poisson structure associated to the dual of a semi-direct product Lie algebra is used, while the bracket for the gravitational variables has the usual canonical symplectic structure. The evolution is governed by a Hamiltonian which is equivalent to that obtained from a canonical analysis. The relationship of our Hamiltonian structure with other approaches in the literature, such as Clebsch potentials, Lagrangian to Eulerian transformations, and its use in clarifying linearization stability, are discussed. (orig.)

  3. Charles François Sturm and Differential Equations

    DEFF Research Database (Denmark)

    Lützen, Jesper; Mingarelli, Angelo

    2008-01-01

    An analysis of Sturm's works on differential equations, in particular Sturm-Liouville theory. The historical connection to Sturm's theorem about real roots of polynomials is established......An analysis of Sturm's works on differential equations, in particular Sturm-Liouville theory. The historical connection to Sturm's theorem about real roots of polynomials is established...

  4. Monograph - The Numerical Integration of Ordinary Differential Equations.

    Science.gov (United States)

    Hull, T. E.

    The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…

  5. Equivalent Hermitian Hamiltonian for the non-Hermitian -x4 potential

    International Nuclear Information System (INIS)

    Jones, H.F.; Mateo, J.

    2006-01-01

    The potential V(x)=-x 4 , which is unbounded below on the real line, can give rise to a well-posed bound state problem when x is taken on a contour in the lower-half complex plane. It is then PT-symmetric rather than Hermitian. Nonetheless it has been shown numerically to have a real spectrum, and a proof of reality, involving the correspondence between ordinary differential equations and integrable systems, was subsequently constructed for the general class of potentials -(ix) N . For such Hamiltonians the natural PT metric is not positive definite, but a dynamically-defined positive-definite metric can be defined, depending on an operator Q. Further, with the help of this operator an equivalent Hermitian Hamiltonian h can be constructed. This programme has been carried out exactly for a few soluble models, and the first few terms of a perturbative expansion have been found for the potential m 2 x 2 +igx 3 . However, until now, the -x 4 potential has proved intractable. In the present paper we give explicit, closed form expressions for Q and h, which are made possible by a particular parametrization of the contour in the complex plane on which the problem is defined. This constitutes an explicit proof of the reality of the spectrum. The resulting equivalent Hamiltonian has a potential with a positive quartic term together with a linear term

  6. Discrete variable representation for singular Hamiltonians

    DEFF Research Database (Denmark)

    Schneider, B. I.; Nygaard, Nicolai

    2004-01-01

    We discuss the application of the discrete variable representation (DVR) to Schrodinger problems which involve singular Hamiltonians. Unlike recent authors who invoke transformations to rid the eigenvalue equation of singularities at the cost of added complexity, we show that an approach based...

  7. A Priori Regularity of Parabolic Partial Differential Equations

    KAUST Repository

    Berkemeier, Francisco

    2018-05-13

    In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular initial data. These estimates are obtained by understanding the time decay of norms of solutions. First, we derive regularity results for the heat equation by estimating the decay of Lebesgue norms. Then, we apply similar methods to the Fokker-Planck equation with suitable assumptions on the advection and diffusion. Finally, we conclude by extending our techniques to the porous media equation. The sharpness of our results is confirmed by examining known solutions of these equations. The main contribution of this thesis is the use of functional inequalities to express decay of norms as differential inequalities. These are then combined with ODE methods to deduce estimates for the norms of solutions and their derivatives.

  8. Lipschitz Regularity of Solutions for Mixed Integro-Differential Equations

    OpenAIRE

    Barles, Guy; Chasseigne, Emmanuel; Ciomaga, Adina; Imbert, Cyril

    2011-01-01

    We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the loc...

  9. A procedure to construct exact solutions of nonlinear fractional differential equations.

    Science.gov (United States)

    Güner, Özkan; Cevikel, Adem C

    2014-01-01

    We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.

  10. Numerical Methods for Partial Differential Equations

    CERN Document Server

    Guo, Ben-yu

    1987-01-01

    These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.

  11. Differential equations for loop integrals in Baikov representation

    Science.gov (United States)

    Bosma, Jorrit; Larsen, Kasper J.; Zhang, Yang

    2018-05-01

    We present a proof that differential equations for Feynman loop integrals can always be derived in Baikov representation without involving dimension-shift identities. We moreover show that in a large class of two- and three-loop diagrams it is possible to avoid squared propagators in the intermediate steps of setting up the differential equations.

  12. On Fractional Order Hybrid Differential Equations

    Directory of Open Access Journals (Sweden)

    Mohamed A. E. Herzallah

    2014-01-01

    Full Text Available We develop the theory of fractional hybrid differential equations with linear and nonlinear perturbations involving the Caputo fractional derivative of order 0<α<1. Using some fixed point theorems we prove the existence of mild solutions for two types of hybrid equations. Examples are given to illustrate the obtained results.

  13. Quantization of Equations of Motion

    Directory of Open Access Journals (Sweden)

    D. Kochan

    2007-01-01

    Full Text Available The Classical Newton-Lagrange equations of motion represent the fundamental physical law of mechanics. Their traditional Lagrangian and/or Hamiltonian precursors when available are essential in the context of quantization. However, there are situations that lack Lagrangian and/or Hamiltonian settings. This paper discusses a description of classical dynamics and presents some irresponsible speculations about its quantization by introducing a certain canonical two-form ?. By its construction ? embodies kinetic energy and forces acting within the system (not their potential. A new type of variational principle employing differential two-form ? is introduced. Variation is performed over “umbilical surfaces“ instead of system histories. It provides correct Newton-Lagrange equations of motion. The quantization is inspired by the Feynman path integral approach. The quintessence is to rearrange it into an “umbilical world-sheet“ functional integral in accordance with the proposed variational principle. In the case of potential-generated forces, the new approach reduces to the standard quantum mechanics. As an example, Quantum Mechanics with friction is analyzed in detail. 

  14. Bäcklund transformations and Hamiltonian flows

    International Nuclear Information System (INIS)

    Zullo, Federico

    2013-01-01

    In this work we show that, under certain conditions, parametric Bäcklund transformations for a finite dimensional integrable system can be interpreted as solutions to the equations of motion defined by an associated non-autonomous Hamiltonian. The two systems share the same constants of motion. This observation leads to the identification of the Hamiltonian interpolating the iteration of the discrete map defined by the transformations, which indeed in numerical applications can be considered a linear combination of the integrals appearing in the spectral curve of the Lax matrix. An example with the periodic Toda lattice is given. (paper)

  15. Oscillation criteria for third order delay nonlinear differential equations

    Directory of Open Access Journals (Sweden)

    E. M. Elabbasy

    2012-01-01

    via comparison with some first differential equations whose oscillatory characters are known. Our results generalize and improve some known results for oscillation of third order nonlinear differential equations. Some examples are given to illustrate the main results.

  16. BRST quantization of Yang-Mills theory: A purely Hamiltonian approach on Fock space

    Science.gov (United States)

    Öttinger, Hans Christian

    2018-04-01

    We develop the basic ideas and equations for the BRST quantization of Yang-Mills theories in an explicit Hamiltonian approach, without any reference to the Lagrangian approach at any stage of the development. We present a new representation of ghost fields that combines desirable self-adjointness properties with canonical anticommutation relations for ghost creation and annihilation operators, thus enabling us to characterize the physical states on a well-defined Fock space. The Hamiltonian is constructed by piecing together simple BRST invariant operators to obtain a minimal invariant extension of the free theory. It is verified that the evolution equations implied by the resulting minimal Hamiltonian provide a quantum version of the classical Yang-Mills equations. The modifications and requirements for the inclusion of matter are discussed in detail.

  17. Analytical solutions of time-fractional models for homogeneous Gardner equation and non-homogeneous differential equations

    Directory of Open Access Journals (Sweden)

    Olaniyi Samuel Iyiola

    2014-09-01

    Full Text Available In this paper, we obtain analytical solutions of homogeneous time-fractional Gardner equation and non-homogeneous time-fractional models (including Buck-master equation using q-Homotopy Analysis Method (q-HAM. Our work displays the elegant nature of the application of q-HAM not only to solve homogeneous non-linear fractional differential equations but also to solve the non-homogeneous fractional differential equations. The presence of the auxiliary parameter h helps in an effective way to obtain better approximation comparable to exact solutions. The fraction-factor in this method gives it an edge over other existing analytical methods for non-linear differential equations. Comparisons are made upon the existence of exact solutions to these models. The analysis shows that our analytical solutions converge very rapidly to the exact solutions.

  18. On realization of nonlinear systems described by higher-order differential equations

    NARCIS (Netherlands)

    van der Schaft, Arjan

    1987-01-01

    We consider systems of smooth nonlinear differential and algebraic equations in which some of the variables are distinguished as “external variables.” The realization problem is to replace the higher-order implicit differential equations by first-order explicit differential equations and the

  19. Modular differential equations for torus one-point functions

    International Nuclear Information System (INIS)

    Gaberdiel, Matthias R; Lang, Samuel

    2009-01-01

    It is shown that in a rational conformal field theory every torus one-point function of a given highest weight state satisfies a modular differential equation. We derive and solve these differential equations explicitly for some Virasoro minimal models. In general, however, the resulting amplitudes do not seem to be expressible in terms of standard transcendental functions

  20. Nonstandard Topics for Student Presentations in Differential Equations

    Science.gov (United States)

    LeMasurier, Michelle

    2006-01-01

    An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…

  1. Partial differential equations II elements of the modern theory equations with constant coefficients

    CERN Document Server

    Shubin, M

    1994-01-01

    This book, the first printing of which was published as Volume 31 of the Encyclopaedia of Mathematical Sciences, contains a survey of the modern theory of general linear partial differential equations and a detailed review of equations with constant coefficients. Readers will be interested in an introduction to microlocal analysis and its applications including singular integral operators, pseudodifferential operators, Fourier integral operators and wavefronts, a survey of the most important results about the mixed problem for hyperbolic equations, a review of asymptotic methods including short wave asymptotics, the Maslov canonical operator and spectral asymptotics, a detailed description of the applications of distribution theory to partial differential equations with constant coefficients including numerous interesting special topics.

  2. The interplay between differential geometry and differential equations

    CERN Document Server

    Lychagin, V V

    1995-01-01

    This work applies symplectic methods and discusses quantization problems to emphasize the advantage of an algebraic geometry approach to nonlinear differential equations. One common feature in most of the presentations in this book is the systematic use of the geometry of jet spaces.

  3. A linearizing transformation for the Korteweg-de Vries equation; generalizations to higher-dimensional nonlinear partial differential equations

    NARCIS (Netherlands)

    Dorren, H.J.S.

    1998-01-01

    It is shown that the Korteweg–de Vries (KdV) equation can be transformed into an ordinary linear partial differential equation in the wave number domain. Explicit solutions of the KdV equation can be obtained by subsequently solving this linear differential equation and by applying a cascade of

  4. International conference on differential and difference equations with applications

    CERN Document Server

    Caraballo, Tomás; Kloeden, Peter; Graef, John

    2018-01-01

    This book gathers papers from the International Conference on Differential & Difference Equations and Applications 2017 (ICDDEA 2017), held in Lisbon, Portugal on June 5-9, 2017. The editors have compiled the strongest research presented at the conference, providing readers with valuable insights into new trends in the field, as well as applications and high-level survey results. The goal of the ICDDEA was to promote fruitful collaborations between researchers in the fields of differential and difference equations. All areas of differential and difference equations are represented, with a special emphasis on applications.

  5. Analysis of stability for stochastic delay integro-differential equations.

    Science.gov (United States)

    Zhang, Yu; Li, Longsuo

    2018-01-01

    In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.

  6. On the existence of solutions for functional differential equations

    International Nuclear Information System (INIS)

    Walo Omana, R.

    1994-12-01

    The aim of the paper is to extend the Granas Topological Transversality Method used in boundary value problems for functional differential equations for first and second order, to the case of n-th order functional differential equations. 15 refs

  7. Differential Galois obstructions for non-commutative integrability

    Energy Technology Data Exchange (ETDEWEB)

    Maciejewski, Andrzej J. [Institute of Astronomy, University of Zielona Gora, Podgorna 50, PL-65-246 Zielona Gora (Poland)], E-mail: maciejka@astro.ia.uz.zgora.pl; Przybylska, Maria [Torun Centre for Astronomy, N. Copernicus University, Gagarina 11, PL-87-100 Torun (Poland)], E-mail: mprzyb@astri.uni.torun.pl

    2008-08-11

    We show that if a holomorphic Hamiltonian system is holomorphically integrable in the non-commutative sense in a neighbourhood of a non-equilibrium phase curve which is located at a regular level of the first integrals, then the identity component of the differential Galois group of the variational equations along the phase curve is Abelian. Thus necessary conditions for the commutative and non-commutative integrability given by the differential Galois approach are the same.

  8. Introduction to fractional and pseudo-differential equations with singular symbols

    CERN Document Server

    Umarov, Sabir

    2015-01-01

    The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables, fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a large class of stochastic processes are presented. A complex version of the theory of pseudo-differential operators with meromorphic symbols based on the recently introduced complex Fourier transform is developed and applied for initial and boundary value problems for systems of complex differential and pseudo-differential equations.

  9. Surveys in differential-algebraic equations IV

    CERN Document Server

    Reis, Timo

    2017-01-01

    The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs) which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - History of DAEs - DAE aspects of mechanical multibody systems - Model reduction of DAEs - Observability for DAEs - Numerical Analysis for DAEs The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

  10. Surveys in differential-algebraic equations III

    CERN Document Server

    Reis, Timo

    2015-01-01

    The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

  11. Auto-Bäcklund transformations for a differential-delay equation

    Science.gov (United States)

    Gordoa, Pilar R.; Pickering, Andrew

    2013-03-01

    Discrete Painlevé equations have, over recent years, generated much interest. One property of such equations that is considered to be particularly important is the existence of auto-Bäcklund transformations, that is, mappings between solutions of the equation in question, usually involving changes in the values of parameters appearing as coefficients. We have recently presented extensions of discrete Painlevé equations to equations involving derivatives as well as shifts in the independent variable. Here we show how auto-Bäcklund transformations can also be constructed for such differential-delay equations. We emphasise that this is the first time that an auto-Bäcklund transformation has been given for a differential-delay equation.

  12. A new RBF-Trefftz meshless method for partial differential equations

    International Nuclear Information System (INIS)

    Cao Leilei; Zhao Ning; Qin Qinghua

    2010-01-01

    Based on the radial basis functions (RBF) and T-Trefftz solution, this paper presents a new meshless method for numerically solving various partial differential equation systems. First, the analog equation method (AEM) is used to convert the original patial differential equation to an equivalent Poisson's equation. Then, the radial basis functions (RBF) are employed to approxiamate the inhomogeneous term, while the homogeneous solution is obtained by linear combination of a set of T-Trefftz solutions. The present scheme, named RBF-Trefftz has the advantage over the fundamental solution (MFS) method due to the use of nonsingular T-Trefftz solution rather than singular fundamental solutions, so it does not require the artificial boundary. The application and efficiency of the proposed method are validated through several examples which include different type of differential equations, such as Laplace equation, Hellmholtz equation, convectin-diffusion equation and time-dependent equation.

  13. Differential and difference equations a comparison of methods of solution

    CERN Document Server

    Maximon, Leonard C

    2016-01-01

    This book, intended for researchers and graduate students in physics, applied mathematics and engineering, presents a detailed comparison of the important methods of solution for linear differential and difference equations - variation of constants, reduction of order, Laplace transforms and generating functions - bringing out the similarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis for equations of first and second order. Equations with polynomial coefficients are considered and explicit solutions for equations with linear coefficients are given, showing significant differences in the functional form of solutions of differential equations from those of difference equations. An alternative method of solution involving transformation of both the dependent and independent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green’s functions and the associat...

  14. Potential in stochastic differential equations: novel construction

    International Nuclear Information System (INIS)

    Ao, P

    2004-01-01

    There is a whole range of emergent phenomena in a complex network such as robustness, adaptiveness, multiple-equilibrium, hysteresis, oscillation and feedback. Those non-equilibrium behaviours can often be described by a set of stochastic differential equations. One persistent important question is the existence of a potential function. Here we demonstrate that a dynamical structure built into stochastic differential equation allows us to construct such a global optimization potential function. We present an explicit construction procedure to obtain the potential and relevant quantities. In the procedure no reference to the Fokker-Planck equation is needed. The availability of the potential suggests that powerful statistical mechanics tools can be used in nonequilibrium situations. (letter to the editor)

  15. Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.

    Science.gov (United States)

    Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan

    2017-04-07

    In this Letter we exploit factorization properties of Picard-Fuchs operators to decouple differential equations for multiscale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the irreducible factors of the Picard-Fuchs operator. As a side product, our method can be used to easily convert the differential equations for Feynman integrals which evaluate to multiple polylogarithms to an ϵ form.

  16. Neutral Backward Stochastic Functional Differential Equations and Their Application

    OpenAIRE

    Wei, Wenning

    2013-01-01

    In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem. As an application, we discuss the optimal control of neutral stochastic functional differential equations, establish a Pontryagin maximum principle, and give an explicit optimal value for the linear optimal control.

  17. Singularly perturbed volterra integro-differential equations | Bijura ...

    African Journals Online (AJOL)

    Several investigations have been made on singularly perturbed integral equations. This paper aims at presenting an algorithm for the construction of asymptotic solutions and then provide a proof asymptotic correctness to singularly perturbed systems of Volterra integro-differential equations. Mathematics Subject

  18. Informed Conjecturing of Solutions for Differential Equations in a Modeling Context

    Science.gov (United States)

    Winkel, Brian

    2015-01-01

    We examine two differential equations. (i) first-order exponential growth or decay; and (ii) second order, linear, constant coefficient differential equations, and show the advantage of learning differential equations in a modeling context for informed conjectures of their solution. We follow with a discussion of the complete analysis afforded by…

  19. Equilibrium approach in the derivation of differential equations for ...

    African Journals Online (AJOL)

    In this paper, the differential equations of Mindlin plates are derived from basic principles by simultaneous satisfaction of the differential equations of equilibrium, the stress-strain laws and the strain-displacement relations for isotropic, homogenous linear elastic materials. Equilibrium method was adopted in the derivation.

  20. Reduced minimax filtering by means of differential-algebraic equations

    NARCIS (Netherlands)

    V. Mallet; S. Zhuk (Sergiy)

    2011-01-01

    htmlabstractA reduced minimax state estimation approach is proposed for high-dimensional models. It is based on the reduction of the ordinary differential equation with high state space dimension to the low-dimensional Differential-Algebraic Equation (DAE) and on the subsequent application of the

  1. FORSIM, Solution of Ordinary or Partial Differential Equation with Initial Conditions

    International Nuclear Information System (INIS)

    Carver, M.B.

    1985-01-01

    1 - Description of problem or function: FORSIM is a FORTRAN oriented simulation program which automates the continuous transient solution of systems of ordinary and/or partial differential equations. The user writes his equations in a FORTRAN subroutine, following prescribed rules, and loads this routine along with the executive routines. The executive routines then read in initial data supplied by the user and proceed with the integration. 2 - Method of solution: Partial differential equations are converted to coupled ordinary differential equations by suitable discretization formulae. Integration is done by variable order, variable step-size error controlled algorithms. 3 - Restrictions on the complexity of the problem - Maximum of: 1000 ordinary differential equations

  2. Solving Differential Equations in R

    Science.gov (United States)

    Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...

  3. Application of Legendre spectral-collocation method to delay differential and stochastic delay differential equation

    Science.gov (United States)

    Khan, Sami Ullah; Ali, Ishtiaq

    2018-03-01

    Explicit solutions to delay differential equation (DDE) and stochastic delay differential equation (SDDE) can rarely be obtained, therefore numerical methods are adopted to solve these DDE and SDDE. While on the other hand due to unstable nature of both DDE and SDDE numerical solutions are also not straight forward and required more attention. In this study, we derive an efficient numerical scheme for DDE and SDDE based on Legendre spectral-collocation method, which proved to be numerical methods that can significantly speed up the computation. The method transforms the given differential equation into a matrix equation by means of Legendre collocation points which correspond to a system of algebraic equations with unknown Legendre coefficients. The efficiency of the proposed method is confirmed by some numerical examples. We found that our numerical technique has a very good agreement with other methods with less computational effort.

  4. Integration of differential equations by the pseudo-linear (PL) approximation

    International Nuclear Information System (INIS)

    Bonalumi, Riccardo A.

    1998-01-01

    A new method of integrating differential equations was originated with the technique of approximately calculating the integrals called the pseudo-linear (PL) procedure: this method is A-stable. This article contains the following examples: 1st order ordinary differential equations (ODEs), 2nd order linear ODEs, stiff system of ODEs (neutron kinetics), one-dimensional parabolic (diffusion) partial differential equations. In this latter case, this PL method coincides with the Crank-Nicholson method

  5. The Lagrangians and Hamiltonians of damped coupled vibrations

    International Nuclear Information System (INIS)

    Ding Guangtao; Gan Huilan; Zheng Xianfeng; Cui Zhifeng

    2012-01-01

    In this paper, the analytical mechanization of two kinds of damped coupled vibrations is studied. First, by use of coordinate transformations the equations of motion are transformed into the self-ad- joint form. Secondly, the Lagrangians are obtained according to Engels method. Finally the Lagrangians and Hamiltonians of the original equations are deduced by using the inverse transformation. (authors)

  6. On some aspects of the geometry of differential equations in physics

    OpenAIRE

    Gràcia, Xavier; Muñoz-Lecanda, Miguel C.; Román-Roy, Narciso

    2004-01-01

    In this review paper, we consider three kinds of systems of differential equations, which are relevant in physics, control theory and other applications in engineering and applied mathematics; namely: Hamilton equations, singular differential equations, and partial differential equations in field theories. The geometric structures underlying these systems are presented and commented. The main results concerning these structures are stated and discussed, as well as their influence on the study...

  7. Hojman's theorem of the third-order ordinary differential equation

    International Nuclear Information System (INIS)

    Hong-Sheng, Lü; Hong-Bin, Zhang; Shu-Long, Gu

    2009-01-01

    This paper extends Hojman's conservation law to the third-order differential equation. A new conserved quantity is constructed based on the Lie group of transformation generators of the equations of motion. The generators contain variations of the time and generalized coordinates. Two independent non-trivial conserved quantities of the third-order ordinary differential equation are obtained. A simple example is presented to illustrate the applications of the results. (general)

  8. Lattice Boltzmann model for high-order nonlinear partial differential equations.

    Science.gov (United States)

    Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

    2018-01-01

    In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

  9. Lattice Boltzmann model for high-order nonlinear partial differential equations

    Science.gov (United States)

    Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

    2018-01-01

    In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

  10. Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

    Science.gov (United States)

    Müller, Eike H; Scheichl, Rob; Shardlow, Tony

    2015-04-08

    This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

  11. Covariant description of Hamiltonian form for field dynamics

    International Nuclear Information System (INIS)

    Ozaki, Hiroshi

    2005-01-01

    Hamiltonian form of field dynamics is developed on a space-like hypersurface in space-time. A covariant Poisson bracket on the space-like hypersurface is defined and it plays a key role to describe every algebraic relation into a covariant form. It is shown that the Poisson bracket has the same symplectic structure that was brought in the covariant symplectic approach. An identity invariant under the canonical transformations is obtained. The identity follows a canonical equation in which the interaction Hamiltonian density generates a deformation of the space-like hypersurface. The equation just corresponds to the Yang-Feldman equation in the Heisenberg pictures in quantum field theory. By converting the covariant Poisson bracket on the space-like hypersurface to four-dimensional commutator, we can pass over to quantum field theory in the Heisenberg picture without spoiling the explicit relativistic covariance. As an example the canonical QCD is displayed in a covariant way on a space-like hypersurface

  12. Lagrangian structures, integrability and chaos for 3D dynamical equations 45.20.Jj Lagrangian and Hamiltonian mechanics; 02.30.Ik Integrable systems; 05.45.Ac Low-dimensional chaos;

    CERN Document Server

    Bustamante, M D

    2003-01-01

    In this paper, we consider the general setting for constructing action principles for three-dimensional first-order autonomous equations. We present the results for some integrable and non-integrable cases of the Lotka-Volterra equation, and show Lagrangian descriptions which are valid for systems satisfying Shil'nikov criteria on the existence of strange attractors, though chaotic behaviour has not been verified up to now. The Euler-Lagrange equations we get for these systems usually present 'time reparametrization' invariance, though other kinds of invariance may be found according to the kernel of the associated symplectic 2-form. The formulation of a Hamiltonian structure (Poisson brackets and Hamiltonians) for these systems from the Lagrangian viewpoint leads to a method of finding new constants of the motion starting from known ones, which is applied to some systems found in the literature known to possess a constant of the motion, to find the other and thus showing their integrability. In particular, w...

  13. Jacobi Elliptic Solutions for Nonlinear Differential Difference Equations in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    Khaled A. Gepreel

    2012-01-01

    Full Text Available We put a direct new method to construct the rational Jacobi elliptic solutions for nonlinear differential difference equations which may be called the rational Jacobi elliptic functions method. We use the rational Jacobi elliptic function method to construct many new exact solutions for some nonlinear differential difference equations in mathematical physics via the lattice equation and the discrete nonlinear Schrodinger equation with a saturable nonlinearity. The proposed method is more effective and powerful to obtain the exact solutions for nonlinear differential difference equations.

  14. High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

    KAUST Repository

    Abdulle, Assyr

    2012-01-01

    © 2012 Society for Industrial and Applied Mathematics. Inspired by recent advances in the theory of modified differential equations, we propose a new methodology for constructing numerical integrators with high weak order for the time integration of stochastic differential equations. This approach is illustrated with the constructions of new methods of weak order two, in particular, semi-implicit integrators well suited for stiff (meansquare stable) stochastic problems, and implicit integrators that exactly conserve all quadratic first integrals of a stochastic dynamical system. Numerical examples confirm the theoretical results and show the versatility of our methodology.

  15. Reduction of infinite dimensional equations

    Directory of Open Access Journals (Sweden)

    Zhongding Li

    2006-02-01

    Full Text Available In this paper, we use the general Legendre transformation to show the infinite dimensional integrable equations can be reduced to a finite dimensional integrable Hamiltonian system on an invariant set under the flow of the integrable equations. Then we obtain the periodic or quasi-periodic solution of the equation. This generalizes the results of Lax and Novikov regarding the periodic or quasi-periodic solution of the KdV equation to the general case of isospectral Hamiltonian integrable equation. And finally, we discuss the AKNS hierarchy as a special example.

  16. Differential geometry techniques for sets of nonlinear partial differential equations

    Science.gov (United States)

    Estabrook, Frank B.

    1990-01-01

    An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.

  17. An introduction to neural network methods for differential equations

    CERN Document Server

    Yadav, Neha; Kumar, Manoj

    2015-01-01

    This book introduces a variety of neural network methods for solving differential equations arising in science and engineering. The emphasis is placed on a deep understanding of the neural network techniques, which has been presented in a mostly heuristic and intuitive manner. This approach will enable the reader to understand the working, efficiency and shortcomings of each neural network technique for solving differential equations. The objective of this book is to provide the reader with a sound understanding of the foundations of neural networks, and a comprehensive introduction to neural network methods for solving differential equations together with recent developments in the techniques and their applications. The book comprises four major sections. Section I consists of a brief overview of differential equations and the relevant physical problems arising in science and engineering. Section II illustrates the history of neural networks starting from their beginnings in the 1940s through to the renewed...

  18. Fun with Differential Equations

    Indian Academy of Sciences (India)

    IAS Admin

    tion of ® with ¼=2. One can use the uniqueness of solutions of differential equations to prove the addition formulae for sin(t1 +t2), etc. But instead of continuing with this thought process, let us do something more interesting. Now we shall consider another system. Fix 0 < < 1. I am looking for three real-valued functions x(t), ...

  19. COMPARISON THEOREMS AND APPLICATIONS OF OSCILLATION OF NEUTRAL DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    燕居让

    1991-01-01

    We first establish comparison theorems of the oscillation for a higher-order neutral delaydifferential equation. By these comparison theorems, the criterion of oscillation propertiesof neutral delay differential equation is reduced to that of nonneutral delay differential equa-tion, from which we give a series of oscillation theorems for neutral delay differentialequation.

  20. On the hierarchy of partially invariant submodels of differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Golovin, Sergey V [Lavrentyev Institute of Hydrodynamics SB RAS, Novosibirsk 630090 (Russian Federation)], E-mail: sergey@hydro.nsc.ru

    2008-07-04

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.

  1. On the hierarchy of partially invariant submodels of differential equations

    Science.gov (United States)

    Golovin, Sergey V.

    2008-07-01

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.

  2. On the hierarchy of partially invariant submodels of differential equations

    International Nuclear Information System (INIS)

    Golovin, Sergey V

    2008-01-01

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given

  3. New block matrix spectral problem and Hamiltonian structure of the discrete integrable coupling system

    Energy Technology Data Exchange (ETDEWEB)

    Yu Fajun [College of Maths and Systematic Science, Shenyang Normal University, Shenyang 110034 (China)], E-mail: yufajun888@163.com

    2008-06-09

    In [W.X. Ma, J. Phys. A: Math. Theor. 40 (2007) 15055], Prof. Ma gave a beautiful result (a discrete variational identity). In this Letter, based on a discrete block matrix spectral problem, a new hierarchy of Lax integrable lattice equations with four potentials is derived. By using of the discrete variational identity, we obtain Hamiltonian structure of the discrete soliton equation hierarchy. Finally, an integrable coupling system of the soliton equation hierarchy and its Hamiltonian structure are obtained through the discrete variational identity.

  4. New block matrix spectral problem and Hamiltonian structure of the discrete integrable coupling system

    International Nuclear Information System (INIS)

    Yu Fajun

    2008-01-01

    In [W.X. Ma, J. Phys. A: Math. Theor. 40 (2007) 15055], Prof. Ma gave a beautiful result (a discrete variational identity). In this Letter, based on a discrete block matrix spectral problem, a new hierarchy of Lax integrable lattice equations with four potentials is derived. By using of the discrete variational identity, we obtain Hamiltonian structure of the discrete soliton equation hierarchy. Finally, an integrable coupling system of the soliton equation hierarchy and its Hamiltonian structure are obtained through the discrete variational identity

  5. Integro-differential equation approach extended to larger nuclei

    International Nuclear Information System (INIS)

    Adam, R.M.; Sofianos, S.A.; Fiedeldey, H.; Fabre de la Ripelle, M.

    1992-01-01

    We extend the integro-differential equation approach (IDEA) from few-nucleon to closed-shell and closed-subshell nuclei and outline the analytical methods required for the calculation of the density functions, which enter into the integro-differential equations. These contain all the physics for a system of fermions associated with the Pauli principle. In order to test the accuracy of the IDEA comparisons are made of the binding energies of 4 He, 12 C and 16 O obtained with effective potentials using the hypercentral approximation (HCA) providing a variational solution without correlations, the IDEA which fully includes the two-body correlations, the S-states integro-differential equation (SIDE) valid for potentials operating only on pairs in the S-state and those calculated by several variational or perturbative methods in the literature. (author)

  6. A course in ordinary differential equations

    CERN Document Server

    Swift, Randall J

    2014-01-01

    Praise for the First Edition:"A Course in Ordinary Differential Equations deserves to be on the MAA's Basic Library List … the book with its layout, is very student friendly-it is easy to read and understand; every chapter and explanations flow smoothly and coherently … the reviewer would recommend this book highly for undergraduate introductory differential equation courses." -Srabasti Dutta, College of Saint Elizabeth, MAA Online, July 2008"An important feature is that the exposition is richly accompanied by computer algebra code (equally distributed between MATLAB, Mathematica, and Maple). The major part of the book is devoted to classical theory (both for systems and higher order equations). The necessary material from linear algebra is also covered. More advanced topics include numerical methods, stability of equilibria, bifurcations, Laplace transforms, and the power series method."-EMS Newsletter, June 2007"This is a delightful textbook for a standard one-semester undergraduate course in ordinary d...

  7. Stochastic partial differential equations an introduction

    CERN Document Server

    Liu, Wei

    2015-01-01

    This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...

  8. On nonlinear differential equation with exact solutions having various pole orders

    International Nuclear Information System (INIS)

    Kudryashov, N.A.

    2015-01-01

    We consider a nonlinear ordinary differential equation having solutions with various movable pole order on the complex plane. We show that the pole order of exact solution is determined by values of parameters of the equation. Exact solutions in the form of the solitary waves for the second order nonlinear differential equation are found taking into account the method of the logistic function. Exact solutions of differential equations are discussed and analyzed

  9. Fractional Complex Transform and exp-Function Methods for Fractional Differential Equations

    Directory of Open Access Journals (Sweden)

    Ahmet Bekir

    2013-01-01

    Full Text Available The exp-function method is presented for finding the exact solutions of nonlinear fractional equations. New solutions are constructed in fractional complex transform to convert fractional differential equations into ordinary differential equations. The fractional derivatives are described in Jumarie's modified Riemann-Liouville sense. We apply the exp-function method to both the nonlinear time and space fractional differential equations. As a result, some new exact solutions for them are successfully established.

  10. Modeling and Prediction Using Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Juhl, Rune; Møller, Jan Kloppenborg; Jørgensen, John Bagterp

    2016-01-01

    Pharmacokinetic/pharmakodynamic (PK/PD) modeling for a single subject is most often performed using nonlinear models based on deterministic ordinary differential equations (ODEs), and the variation between subjects in a population of subjects is described using a population (mixed effects) setup...... deterministic and can predict the future perfectly. A more realistic approach would be to allow for randomness in the model due to e.g., the model be too simple or errors in input. We describe a modeling and prediction setup which better reflects reality and suggests stochastic differential equations (SDEs...

  11. Generalized solutions of nonlinear partial differential equations

    CERN Document Server

    Rosinger, EE

    1987-01-01

    During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin

  12. Partial differential equations an introduction

    CERN Document Server

    Colton, David

    2004-01-01

    Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of

  13. Clarkson-Kruskal Direct Similarity Approach for Differential-Difference Equations

    Institute of Scientific and Technical Information of China (English)

    SHEN Shou-Feng

    2005-01-01

    In this letter, the Clarkson-Kruskal direct method is extended to similarity reduce some differentialdifference equations. As examples, the differential-difference KZ equation and KP equation are considered.

  14. Real-time optical laboratory solution of parabolic differential equations

    Science.gov (United States)

    Casasent, David; Jackson, James

    1988-01-01

    An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.

  15. A general comparison theorem for backward stochastic differential equations

    OpenAIRE

    Cohen, Samuel N.; Elliott, Robert J.; Pearce, Charles E. M.

    2010-01-01

    A useful result when dealing with backward stochastic differential equations is the comparison theorem of Peng (1992). When the equations are not based on Brownian motion, the comparison theorem no longer holds in general. In this paper we present a condition for a comparison theorem to hold for backward stochastic differential equations based on arbitrary martingales. This theorem applies to both vector and scalar situations. Applications to the theory of nonlinear expectat...

  16. Regarding on the exact solutions for the nonlinear fractional differential equations

    Directory of Open Access Journals (Sweden)

    Kaplan Melike

    2016-01-01

    Full Text Available In this work, we have considered the modified simple equation (MSE method for obtaining exact solutions of nonlinear fractional-order differential equations. The space-time fractional equal width (EW and the modified equal width (mEW equation are considered for illustrating the effectiveness of the algorithm. It has been observed that all exact solutions obtained in this paper verify the nonlinear ordinary differential equations which was obtained from nonlinear fractional-order differential equations under the terms of wave transformation relationship. The obtained results are shown graphically.

  17. Soliton solution for nonlinear partial differential equations by cosine-function method

    International Nuclear Information System (INIS)

    Ali, A.H.A.; Soliman, A.A.; Raslan, K.R.

    2007-01-01

    In this Letter, we established a traveling wave solution by using Cosine-function algorithm for nonlinear partial differential equations. The method is used to obtain the exact solutions for five different types of nonlinear partial differential equations such as, general equal width wave equation (GEWE), general regularized long wave equation (GRLW), general Korteweg-de Vries equation (GKdV), general improved Korteweg-de Vries equation (GIKdV), and Coupled equal width wave equations (CEWE), which are the important soliton equations

  18. The improved fractional sub-equation method and its applications to the space–time fractional differential equations in fluid mechanics

    International Nuclear Information System (INIS)

    Guo, Shimin; Mei, Liquan; Li, Ying; Sun, Youfa

    2012-01-01

    By introducing a new general ansätz, the improved fractional sub-equation method is proposed to construct analytical solutions of nonlinear evolution equations involving Jumarie's modified Riemann–Liouville derivative. By means of this method, the space–time fractional Whitham–Broer–Kaup and generalized Hirota–Satsuma coupled KdV equations are successfully solved. The obtained results show that the proposed method is quite effective, promising and convenient for solving nonlinear fractional differential equations. -- Highlights: ► We propose a novel method for nonlinear fractional differential equations. ► Two important fractional differential equations in fluid mechanics are solved successfully. ► Some new exact solutions of the fractional differential equations are obtained. ► These solutions will advance the understanding of nonlinear physical phenomena.

  19. Useful forms of the Hamiltonian for ion-optical systems

    International Nuclear Information System (INIS)

    Davies, W.G.

    1991-04-01

    The symbiosis of differential algebra and the Lie-algebraic formulation of optics provides a set of very powerful tools for analyzing and understanding the orbit dynamics of complex accelerators up to very high orders. In order to use these tools effectively it is usually necessary to express the Hamiltonian in the appropriate coordinate system. In this report, the relativistic Hamiltonian is derived in curvilinear (the fundamental coordinate system for ion-optics), Cartesian and polar coordinates, in forms suitable for solving problems in ion optics and accelerator physics both with and without the help of differential algebra

  20. Hamiltonian dynamics of spatially-homogeneous Vlasov-Einstein systems

    International Nuclear Information System (INIS)

    Okabe, Takahide; Morrison, P. J.; Friedrichsen, J. E. III; Shepley, L. C.

    2011-01-01

    We introduce a new matter action principle, with a wide range of applicability, for the Vlasov equation in terms of a conjugate pair of functions. Here we apply this action principle to the study of matter in Bianchi cosmological models in general relativity. The Bianchi models are spatially-homogeneous solutions to the Einstein field equations, classified by the three-dimensional Lie algebra that describes the symmetry group of the model. The Einstein equations for these models reduce to a set of coupled ordinary differential equations. The class A Bianchi models admit a Hamiltonian formulation in which the components of the metric tensor and their time derivatives yield the canonical coordinates. The evolution of anisotropy in the vacuum Bianchi models is determined by a potential due to the curvature of the model, according to its symmetry. For illustrative purposes, we examine the evolution of anisotropy in models with Vlasov matter. The Vlasov content is further simplified by the assumption of cold, counter-streaming matter, a kind of matter that is far from thermal equilibrium and is not describable by an ordinary fluid model nor other more simplistic matter models. Qualitative differences and similarities are found in the dynamics of certain vacuum class A Bianchi models and Bianchi type I models with cold, counter-streaming Vlasov-matter potentials analogous to the curvature potentials of corresponding vacuum models.

  1. A neuro approach to solve fuzzy Riccati differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia); Telekom Malaysia, R& D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor (Malaysia); Kumaresan, N., E-mail: drnk2008@gmail.com; Kamali, M. Z. M.; Ratnavelu, Kurunathan [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia)

    2015-10-22

    There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

  2. The 'strength' of a system of differential equations

    International Nuclear Information System (INIS)

    Hoenselaers, C.

    1977-01-01

    A review of Einstein's concept of ''strength'' of a system of differential equations is given. As an example the strength of the Einstein-Maxwell equations for non-null Maxwell field is calculated and shown to be the same as for the pure vacuum Einstein equations. (auth.)

  3. Undergraduate Students' Mental Operations in Systems of Differential Equations

    Science.gov (United States)

    Whitehead, Karen; Rasmussen, Chris

    2003-01-01

    This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…

  4. Periodic differential equations an introduction to Mathieu, Lamé, and allied functions

    CERN Document Server

    Arscott, Felix M; Stark, M; Ulam, S

    1964-01-01

    Periodic Differential Equations: An Introduction to Mathieu, Lamé, and Allied Functions covers the fundamental problems and techniques of solution of periodic differential equations. This book is composed of 10 chapters that present important equations and the special functions they generate, ranging from Mathieu's equation to the intractable ellipsoidal wave equation.This book starts with a survey of the main problems related to the formation of periodic differential equations. The subsequent chapters deal with the general theory of Mathieu's equation, Mathieu functions of integral order, and

  5. Periodicity and positivity of a class of fractional differential equations.

    Science.gov (United States)

    Ibrahim, Rabha W; Ahmad, M Z; Mohammed, M Jasim

    2016-01-01

    Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed.

  6. On the hierarchy of partially invariant submodels of differential equations

    OpenAIRE

    Golovin, Sergey V.

    2007-01-01

    It is noticed, that partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PIS of the higher rank. This introduce a hierarchic structure in the set of all PISs of a given system of differential equations. By using this structure one can significantly decrease an amount of calculations required in enumeration of all PISs for a given system of partially differential equations. An equivalence of the two-step and the direct ...

  7. Modeling animal movements using stochastic differential equations

    Science.gov (United States)

    Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

    2004-01-01

    We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

  8. CIME course on Control of Partial Differential Equations

    CERN Document Server

    Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique

    2012-01-01

    The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010.  Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...

  9. Bifurcation in autonomous and nonautonomous differential equations with discontinuities

    CERN Document Server

    Akhmet, Marat

    2017-01-01

    This book is devoted to bifurcation theory for autonomous and nonautonomous differential equations with discontinuities of different types. That is, those with jumps present either in the right-hand-side or in trajectories or in the arguments of solutions of equations. The results obtained in this book can be applied to various fields such as neural networks, brain dynamics, mechanical systems, weather phenomena, population dynamics, etc. Without any doubt, bifurcation theory should be further developed to different types of differential equations. In this sense, the present book will be a leading one in this field. The reader will benefit from the recent results of the theory and will learn in the very concrete way how to apply this theory to differential equations with various types of discontinuity. Moreover, the reader will learn new ways to analyze nonautonomous bifurcation scenarios in these equations. The book will be of a big interest both for beginners and experts in the field. For the former group o...

  10. on the properties of solutions and some applications on the TOV differential equation with a model of nuclear equation of state

    International Nuclear Information System (INIS)

    Esmail, S.F.H.

    2006-01-01

    the mathematical formulation of numerous physical problems results in differential equations actually non-linear differential equations . in our study we are interested in solutions of differential equations which describe the structure of neutron star in non-relativistic and relativistic cases. the aim of this work is to determine the mass and the radius of a neutron star, by solving the tolmann-oppenheimer-volkoff (TOV) differential equation using different models of the nuclear equation of state (EOS). analytically solutions are obtained for a simple form of the nuclear equation of state of Clayton model and poly trope model. for a more realistic equation of state the TOV differential equation is solved numerically using rung -Kutta method

  11. Noncanonical Hamiltonian methods in plasma dynamics

    International Nuclear Information System (INIS)

    Kaufman, A.N.

    1982-01-01

    A Hamiltonian approach to plasma dynamics is described. The Poisson bracket of two observables g 1 and g 2 is given by using an antisymmetric tensor J, and must satisfy the Jacobi condition. The J can be obtained by elementary tensor analysis. The evolution in time of an observable g is given in terms of the Poisson bracket and a Hamiltonian H(Z). The guiding-center description of particle motion was presented by Littlejohn. The ponderomotive drift and force, the wave-induced oscillation-center velocity, and the gyrofrequency shift are obtained. The Lie transform yields the wave-induced increment to the gyromomentum. In the coulomb model for a Vlasov system, the dynamical variable is the Vlasov distribution f(z). The Hamiltonian functional and the Poisson bracket are obtained. The coupling of f(z) to the Maxwell field appears in the Poisson bracket. The evolution equation yields the Vlasov-Maxwell system. (Kato, T.)

  12. Synchronization with propagation - The functional differential equations

    Science.gov (United States)

    Rǎsvan, Vladimir

    2016-06-01

    The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.

  13. Bi-Hamiltonian systems on the dual of the Lie algebra of vector fields of the circle and periodic shallow water equations

    OpenAIRE

    Kolev, Boris

    2006-01-01

    23 pages; International audience; This paper is a survey article on bi-Hamiltonian systems on the dual of the Lie algebra of vector fields on the circle. We investigate the special case where one of the structures is the canonical Lie-Poisson structure and the second one is constant. These structures called affine or modified Lie-Poisson structures are involved in the integrability of certain Euler equations that arise as models of shallow water waves.

  14. Applied analysis and differential equations

    CERN Document Server

    Cârj, Ovidiu

    2007-01-01

    This volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.

  15. A perturbative solution to metadynamics ordinary differential equation

    Science.gov (United States)

    Tiwary, Pratyush; Dama, James F.; Parrinello, Michele

    2015-12-01

    Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

  16. A perturbative solution to metadynamics ordinary differential equation.

    Science.gov (United States)

    Tiwary, Pratyush; Dama, James F; Parrinello, Michele

    2015-12-21

    Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

  17. Integrable dissipative nonlinear second order differential equations via factorizations and Abel equations

    Energy Technology Data Exchange (ETDEWEB)

    Mancas, Stefan C. [Department of Mathematics, Embry–Riddle Aeronautical University, Daytona Beach, FL 32114-3900 (United States); Rosu, Haret C., E-mail: hcr@ipicyt.edu.mx [IPICYT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis Potosí, SLP (Mexico)

    2013-09-02

    We emphasize two connections, one well known and another less known, between the dissipative nonlinear second order differential equations and the Abel equations which in their first-kind form have only cubic and quadratic terms. Then, employing an old integrability criterion due to Chiellini, we introduce the corresponding integrable dissipative equations. For illustration, we present the cases of some integrable dissipative Fisher, nonlinear pendulum, and Burgers–Huxley type equations which are obtained in this way and can be of interest in applications. We also show how to obtain Abel solutions directly from the factorization of second order nonlinear equations.

  18. Generating functionals and Lagrangian partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin [Department of Mathematics, University of California, San Diego, 9500 Gilman Drive, Dept. 0112, La Jolla, California 92093-0112 (United States)

    2013-08-15

    The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.

  19. Ordinary differential equations

    CERN Document Server

    Cox, William

    1995-01-01

    Building on introductory calculus courses, this text provides a sound foundation in the underlying principles of ordinary differential equations. Important concepts, including uniqueness and existence theorems, are worked through in detail and the student is encouraged to develop much of the routine material themselves, thus helping to ensure a solid understanding of the fundamentals required.The wide use of exercises, problems and self-assessment questions helps to promote a deeper understanding of the material and it is developed in such a way that it lays the groundwork for further

  20. Partial differential equations

    CERN Document Server

    Sloan, D; Süli, E

    2001-01-01

    /homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in

  1. Nonlocal symmetry generators and explicit solutions of some partial differential equations

    International Nuclear Information System (INIS)

    Qin Maochang

    2007-01-01

    The nonlocal symmetry of a partial differential equation is studied in this paper. The partial differential equation written as a conservation law can be transformed into an equivalent system by introducing a suitable potential. The nonlocal symmetry group generators of original partial differential equations can be obtained through their equivalent system. Further, new explicit solutions can be constructed from the newly obtained symmetry generators. The Burgers equation is chosen as an example; many new valuable explicit solutions and nonlocal symmetry generators are presented

  2. Intermittently chaotic oscillations for a differential-delay equation with Gaussian nonlinearity

    Science.gov (United States)

    Hamilton, Ian

    1992-01-01

    For a differential-delay equation the time dependence of the variable is a function of the variable at a previous time. We consider a differential-delay equation with Gaussian nonlinearity that displays intermittent chaos. Although not the first example of a differential-delay equation that displays such behavior, for this example the intermittency is classified as type III, and the origin of the intermittent chaos may be qualitatively understood from the limiting forms of the equation for large and small variable magnitudes.

  3. Numerical analysis of systems of ordinary and stochastic differential equations

    CERN Document Server

    Artemiev, S S

    1997-01-01

    This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).

  4. Differential equations and applications recent advances

    CERN Document Server

    2014-01-01

    Differential Equations and Applications : Recent Advances focus on the latest developments in Nonlinear Dynamical Systems, Neural Networks, Fluid Dynamics, Fractional Differential Systems, Mathematical Modelling and Qualitative Theory. Different aspects such as Existence, Stability, Controllability, Viscosity and Numerical Analysis for different systems have been discussed in this book. This book will be of great interest and use to researchers in Applied Mathematics, Engineering and Mathematical Physics.

  5. Hamiltonian structure for rescaled integrable Lorenz systems

    International Nuclear Information System (INIS)

    Haas, F.; Goedert, J.

    1993-01-01

    It is shown that three among the known invariants for the Lorenz system recast the original equations into a Hamiltonian form. This is made possible by an appropriate time-dependent rescaling and the use of a generalized formalism with non-trivial structure functions. (author)

  6. BOOK REVIEW: Partial Differential Equations in General Relativity

    Science.gov (United States)

    Halburd, Rodney G.

    2008-11-01

    Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed

  7. High-order quantum algorithm for solving linear differential equations

    International Nuclear Information System (INIS)

    Berry, Dominic W

    2014-01-01

    Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms to general inhomogeneous sparse linear differential equations, which describe many classical physical systems. We examine the use of high-order methods (where the error over a time step is a high power of the size of the time step) to improve the efficiency. These provide scaling close to Δt 2 in the evolution time Δt. As with other algorithms of this type, the solution is encoded in amplitudes of the quantum state, and it is possible to extract global features of the solution. (paper)

  8. Hamiltonian description and quantization of dissipative systems

    Science.gov (United States)

    Enz, Charles P.

    1994-09-01

    Dissipative systems are described by a Hamiltonian, combined with a “dynamical matrix” which generalizes the simplectic form of the equations of motion. Criteria for dissipation are given and the examples of a particle with friction and of the Lotka-Volterra model are presented. Quantization is first introduced by translating generalized Poisson brackets into commutators and anticommutators. Then a generalized Schrödinger equation expressed by a dynamical matrix is constructed and discussed.

  9. Integral equation for inhomogeneous condensed bosons generalizing the Gross-Pitaevskii differential equation

    International Nuclear Information System (INIS)

    Angilella, G.G.N.; Pucci, R.; March, N.H.

    2004-01-01

    We give here the derivation of a Gross-Pitaevskii-type equation for inhomogeneous condensed bosons. Instead of the original Gross-Pitaevskii differential equation, we obtain an integral equation that implies less restrictive assumptions than are made in the very recent study of Pieri and Strinati [Phys. Rev. Lett. 91, 030401 (2003)]. In particular, the Thomas-Fermi approximation and the restriction to small spatial variations of the order parameter invoked in their study are avoided

  10. ON ASYMTOTIC APPROXIMATIONS OF FIRST INTEGRALS FOR DIFFERENTIAL AND DIFFERENCE EQUATIONS

    Directory of Open Access Journals (Sweden)

    W.T. van Horssen

    2007-04-01

    Full Text Available In this paper the concept of integrating factors for differential equations and the concept of invariance factors for difference equations to obtain first integrals or invariants will be presented. It will be shown that all integrating factors have to satisfya system of partial differential equations, and that all invariance factors have to satisfy a functional equation. In the period 1997-2001 a perturbation method based on integrating vectors was developed to approximate first integrals for systems of ordinary differential equations. This perturbation method will be reviewed shortly. Also in the paper the first results in the development of a perturbation method for difference equations based on invariance factors will be presented.

  11. On the topological entropy of an optical Hamiltonian flow

    OpenAIRE

    Niche, Cesar J.

    2000-01-01

    In this article we prove two formulas for the topological entropy of an F-optical Hamiltonian flow induced by a C^{\\infty} Hamiltonian, where F is a Lagrangian distribution. In these formulas, we calculate the topological entropy as the exponential growth rate of the average of the determinant of the differential of the flow, restricted to the Lagrangian distribution or to a proper modification.

  12. Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear ordinary differential equations

    Institute of Scientific and Technical Information of China (English)

    WANG; Shunjin; ZHANG; Hua

    2006-01-01

    The problem of preserving fidelity in numerical computation of nonlinear ordinary differential equations is studied in terms of preserving local differential structure and approximating global integration structure of the dynamical system.The ordinary differential equations are lifted to the corresponding partial differential equations in the framework of algebraic dynamics,and a new algorithm-algebraic dynamics algorithm is proposed based on the exact analytical solutions of the ordinary differential equations by the algebraic dynamics method.In the new algorithm,the time evolution of the ordinary differential system is described locally by the time translation operator and globally by the time evolution operator.The exact analytical piece-like solution of the ordinary differential equations is expressd in terms of Taylor series with a local convergent radius,and its finite order truncation leads to the new numerical algorithm with a controllable precision better than Runge Kutta Algorithm and Symplectic Geometric Algorithm.

  13. Parameter Estimates in Differential Equation Models for Chemical Kinetics

    Science.gov (United States)

    Winkel, Brian

    2011-01-01

    We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

  14. Hamiltonian mechanics and divergence-free fields

    International Nuclear Information System (INIS)

    Boozer, A.H.

    1986-08-01

    The field lines, or integral curves, of a divergence-free field in three dimensions are shown to be topologically equivalent to the trajectories of a Hamiltonian with two degrees of freedom. The consideration of fields that depend on a parameter allow the construction of a canonical perturbation theory which is valid even if the perturbation is large. If the parametric dependence of the magnetic, or the vorticity field is interpreted as time dependence, evolution equations are obtained which give Kelvin's theorem or the flux conservation theorem for ideal fluids and plasmas. The Hamiltonian methods prove especially useful for study of fields in which the field lines must be known throughout a volume of space

  15. Intuitive Understanding of Solutions of Partially Differential Equations

    Science.gov (United States)

    Kobayashi, Y.

    2008-01-01

    This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…

  16. An introduction to differential equations and their applications

    CERN Document Server

    Farlow, Stanley J

    2006-01-01

    This introductory text explores 1st- and 2nd-order differential equations, series solutions, the Laplace transform, difference equations, much more. Numerous figures, problems with solutions, notes. 1994 edition. Includes 268 figures and 23 tables.

  17. STRICT STABILITY OF IMPULSIVE SET VALUED DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    In this paper, we develop strict stability concepts of ODE to impulsive hybrid set valued differential equations. By Lyapunov’s original method, we get some basic strict stability criteria of impulsive hybrid set valued equations.

  18. Illness-death model: statistical perspective and differential equations.

    Science.gov (United States)

    Brinks, Ralph; Hoyer, Annika

    2018-01-27

    The aim of this work is to relate the theory of stochastic processes with the differential equations associated with multistate (compartment) models. We show that the Kolmogorov Forward Differential Equations can be used to derive a relation between the prevalence and the transition rates in the illness-death model. Then, we prove mathematical well-definedness and epidemiological meaningfulness of the prevalence of the disease. As an application, we derive the incidence of diabetes from a series of cross-sections.

  19. Symmetries of stochastic differential equations: A geometric approach

    Energy Technology Data Exchange (ETDEWEB)

    De Vecchi, Francesco C., E-mail: francesco.devecchi@unimi.it; Ugolini, Stefania, E-mail: stefania.ugolini@unimi.it [Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, Milano (Italy); Morando, Paola, E-mail: paola.morando@unimi.it [DISAA, Università degli Studi di Milano, via Celoria 2, Milano (Italy)

    2016-06-15

    A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.

  20. A simple chaotic delay differential equation

    International Nuclear Information System (INIS)

    Sprott, J.C.

    2007-01-01

    The simplest chaotic delay differential equation with a sinusoidal nonlinearity is described, including the route to chaos, Lyapunov exponent spectrum, and chaotic diffusion. It is prototypical of many other high-dimensional chaotic systems

  1. An Algebraic Method for Constructing Exact Solutions to Difference-Differential Equations

    International Nuclear Information System (INIS)

    Wang Zhen; Zhang Hongqing

    2006-01-01

    In this paper, we present a method to solve difference differential equation(s). As an example, we apply this method to discrete KdV equation and Ablowitz-Ladik lattice equation. As a result, many exact solutions are obtained with the help of Maple including soliton solutions presented by hyperbolic functions sinh and cosh, periodic solutions presented by sin and cos and rational solutions. This method can also be used to other nonlinear difference-differential equation(s).

  2. Solving Differential Equations in R: Package deSolve

    Directory of Open Access Journals (Sweden)

    Karline Soetaert

    2010-02-01

    Full Text Available In this paper we present the R package deSolve to solve initial value problems (IVP written as ordinary differential equations (ODE, differential algebraic equations (DAE of index 0 or 1 and partial differential equations (PDE, the latter solved using the method of lines approach. The differential equations can be represented in R code or as compiled code. In the latter case, R is used as a tool to trigger the integration and post-process the results, which facilitates model development and application, whilst the compiled code significantly increases simulation speed. The methods implemented are efficient, robust, and well documented public-domain Fortran routines. They include four integrators from the ODEPACK package (LSODE, LSODES, LSODA, LSODAR, DVODE and DASPK2.0. In addition, a suite of Runge-Kutta integrators and special-purpose solvers to efficiently integrate 1-, 2- and 3-dimensional partial differential equations are available. The routines solve both stiff and non-stiff systems, and include many options, e.g., to deal in an efficient way with the sparsity of the Jacobian matrix, or finding the root of equations. In this article, our objectives are threefold: (1 to demonstrate the potential of using R for dynamic modeling, (2 to highlight typical uses of the different methods implemented and (3 to compare the performance of models specified in R code and in compiled code for a number of test cases. These comparisons demonstrate that, if the use of loops is avoided, R code can efficiently integrate problems comprising several thousands of state variables. Nevertheless, the same problem may be solved from 2 to more than 50 times faster by using compiled code compared to an implementation using only R code. Still, amongst the benefits of R are a more flexible and interactive implementation, better readability of the code, and access to R’s high-level procedures. deSolve is the successor of package odesolve which will be deprecated in

  3. Hamiltonian field description of two-dimensional vortex fluids and guiding center plasmas

    International Nuclear Information System (INIS)

    Morrison, P.J.

    1981-03-01

    The equations that describe the motion of two-dimensional vortex fluids and guiding center plasmas are shown to possess underlying field Hamiltonian structure. A Poisson bracket which is given in terms of the vorticity, the physical although noncanonical dynamical variable, casts these equations into Heisenberg form. The Hamiltonian density is the kinetic energy density of the fluid. The well-known conserved quantities are seen to be in involution with respect to this Poisson bracket. Expanding the vorticity in terms of a Fourier-Dirac series transforms the field description given here into the usual canonical equations for discrete vortex motion. A Clebsch potential representation of the vorticity transforms the noncanonical field description into a canonical description

  4. A Unified Introduction to Ordinary Differential Equations

    Science.gov (United States)

    Lutzer, Carl V.

    2006-01-01

    This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)

  5. A progressive diagonalization scheme for the Rabi Hamiltonian

    International Nuclear Information System (INIS)

    Pan, Feng; Guan, Xin; Wang, Yin; Draayer, J P

    2010-01-01

    A diagonalization scheme for the Rabi Hamiltonian, which describes a qubit interacting with a single-mode radiation field via a dipole interaction, is proposed. It is shown that the Rabi Hamiltonian can be solved almost exactly using a progressive scheme that involves a finite set of one variable polynomial equations. The scheme is especially efficient for the lower part of the spectrum. Some low-lying energy levels of the model with several sets of parameters are calculated and compared to those provided by the recently proposed generalized rotating-wave approximation and a full matrix diagonalization.

  6. Determining partial differential cross sections for low-energy electron photodetachment involving conical intersections using the solution of a Lippmann-Schwinger equation constructed with standard electronic structure techniques.

    Science.gov (United States)

    Han, Seungsuk; Yarkony, David R

    2011-05-07

    A method for obtaining partial differential cross sections for low energy electron photodetachment in which the electronic states of the residual molecule are strongly coupled by conical intersections is reported. The method is based on the iterative solution to a Lippmann-Schwinger equation, using a zeroth order Hamiltonian consisting of the bound nonadiabatically coupled residual molecule and a free electron. The solution to the Lippmann-Schwinger equation involves only standard electronic structure techniques and a standard three-dimensional free particle Green's function quadrature for which fast techniques exist. The transition dipole moment for electron photodetachment, is a sum of matrix elements each involving one nonorthogonal orbital obtained from the solution to the Lippmann-Schwinger equation. An expression for the electron photodetachment transition dipole matrix element in terms of Dyson orbitals, which does not make the usual orthogonality assumptions, is derived.

  7. Piecewise-linear and bilinear approaches to nonlinear differential equations approximation problem of computational structural mechanics

    OpenAIRE

    Leibov Roman

    2017-01-01

    This paper presents a bilinear approach to nonlinear differential equations system approximation problem. Sometimes the nonlinear differential equations right-hand sides linearization is extremely difficult or even impossible. Then piecewise-linear approximation of nonlinear differential equations can be used. The bilinear differential equations allow to improve piecewise-linear differential equations behavior and reduce errors on the border of different linear differential equations systems ...

  8. Stochastic differential equations and a biological system

    DEFF Research Database (Denmark)

    Wang, Chunyan

    1994-01-01

    The purpose of this Ph.D. study is to explore the property of a growth process. The study includes solving and simulating of the growth process which is described in terms of stochastic differential equations. The identification of the growth and variability parameters of the process based...... on experimental data is considered. As an example, the growth of bacteria Pseudomonas fluorescens is taken. Due to the specific features of stochastic differential equations, namely that their solutions do not exist in the general sense, two new integrals - the Ito integral and the Stratonovich integral - have...... description. In order to identify the parameters, a Maximum likelihood estimation method is used together with a simplified truncated second order filter. Because of the continuity feature of the predictor equation, two numerical integration methods, called the Odeint and the Discretization method...

  9. Solution of some types of differential equations: operational calculus and inverse differential operators.

    Science.gov (United States)

    Zhukovsky, K

    2014-01-01

    We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated.

  10. Renormalization Group Reduction of Non Integrable Hamiltonian Systems

    International Nuclear Information System (INIS)

    Tzenov, Stephan I.

    2002-01-01

    Based on Renormalization Group method, a reduction of non integratable multi-dimensional Hamiltonian systems has been performed. The evolution equations for the slowly varying part of the angle-averaged phase space density and for the amplitudes of the angular modes have been derived. It has been shown that these equations are precisely the Renormalization Group equations. As an application of the approach developed, the modulational diffusion in one-and-a-half degrees of freedom dynamical system has been studied in detail

  11. Auto-Bäcklund transformations and special integrals for differential-delay Painlevé hierarchies

    Science.gov (United States)

    Fedorov, Yuri; Gordoa, Pilar R.; Pickering, Andrew

    2014-10-01

    The six Painlevé equations have attracted much interest over the last thirty years or so. More recently many authors have begun to explore properties of higher-order versions of both these equations and their discrete analogues. However, little attention has been paid to differential-delay Painlevé equations, i.e., analogues of the Painlevé equations involving both shifts in and derivatives with respect to the independent variable, and even less to higher-order analogues of these last. In the current paper we discuss the phenomenon whereby members of one differential-delay Painlevé hierarchy define solutions of higher-order members of a second differential-delay Painlevé hierarchy. We also give an auto-Bäcklund transformation for a differential-delay Painlevé hierarchy. The key to our approach is the underlying Hamiltonian structure of related completely integrable lattice hierarchies.

  12. Spline Collocation Method for Nonlinear Multi-Term Fractional Differential Equation

    OpenAIRE

    Choe, Hui-Chol; Kang, Yong-Suk

    2013-01-01

    We study an approximation method to solve nonlinear multi-term fractional differential equations with initial conditions or boundary conditions. First, we transform the nonlinear multi-term fractional differential equations with initial conditions and boundary conditions to nonlinear fractional integral equations and consider the relations between them. We present a Spline Collocation Method and prove the existence, uniqueness and convergence of approximate solution as well as error estimatio...

  13. On new solutions of fuzzy differential equations

    International Nuclear Information System (INIS)

    Chalco-Cano, Y.; Roman-Flores, H.

    2008-01-01

    We study fuzzy differential equations (FDE) using the concept of generalized H-differentiability. This concept is based in the enlargement of the class of differentiable fuzzy mappings and, for this, we consider the lateral Hukuhara derivatives. We will see that both derivatives are different and they lead us to different solutions from a FDE. Also, some illustrative examples are given and some comparisons with other methods for solving FDE are made

  14. On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

    KAUST Repository

    Zygalakis, K. C.

    2011-01-01

    In this paper we describe a general framework for deriving modified equations for stochastic differential equations (SDEs) with respect to weak convergence. Modified equations are derived for a variety of numerical methods, such as the Euler or the Milstein method. Existence of higher order modified equations is also discussed. In the case of linear SDEs, using the Gaussianity of the underlying solutions, we derive an SDE which the numerical method solves exactly in the weak sense. Applications of modified equations in the numerical study of Langevin equations is also discussed. © 2011 Society for Industrial and Applied Mathematics.

  15. Existence results for impulsive evolution differential equations with state-dependent delay

    OpenAIRE

    Eduardo Hernandez M.; Rathinasamy Sakthivel; Sueli Tanaka Aki

    2008-01-01

    We study the existence of mild solution for impulsive evolution abstract differential equations with state-dependent delay. A concrete application to partial delayed differential equations is considered.

  16. Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility

    International Nuclear Information System (INIS)

    El-Sabbagh, Mostafa F.; Ahmad, Ali T.

    2011-01-01

    The determining equations for the nonclassical symmetry reductions of nonlinear partial differential equations with arbitrary order can be obtained by requiring the compatibility between the original equations and the invariant surface conditions. The (2+1)-dimensional shallow water wave equation, Boussinesq equation, and the dispersive wave equations in shallow water serve as examples illustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries. (general)

  17. A New Fractional Projective Riccati Equation Method for Solving Fractional Partial Differential Equations

    International Nuclear Information System (INIS)

    Feng Qing-Hua

    2014-01-01

    In this paper, a new fractional projective Riccati equation method is proposed to establish exact solutions for fractional partial differential equations in the sense of modified Riemann—Liouville derivative. This method can be seen as the fractional version of the known projective Riccati equation method. For illustrating the validity of this method, we apply this method to solve the space-time fractional Whitham—Broer—Kaup (WBK) equations and the nonlinear fractional Sharma—Tasso—Olever (STO) equation, and as a result, some new exact solutions for them are obtained. (general)

  18. Topics in numerical partial differential equations and scientific computing

    CERN Document Server

    2016-01-01

    Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment. This volume contains papers that originated with the collaborative research of the teams that participated in the IMA Workshop for Women in Applied Mathematics: Numerical Partial Differential Equations and Scientific Computing in August 2014.

  19. On some impulsive fractional differential equations in Banach spaces

    Directory of Open Access Journals (Sweden)

    JinRong Wang

    2010-01-01

    Full Text Available This paper deals with some impulsive fractional differential equations in Banach spaces. Utilizing the Leray-Schauder fixed point theorem and the impulsive nonlinear singular version of the Gronwall inequality, the existence of \\(PC\\-mild solutions for some fractional differential equations with impulses are obtained under some easily checked conditions. At last, an example is given for demonstration.

  20. Lagrangian structures, integrability and chaos for 3D dynamical equations[45.20.Jj Lagrangian and Hamiltonian mechanics; 02.30.Ik Integrable systems; 05.45.Ac Low-dimensional chaos;

    Energy Technology Data Exchange (ETDEWEB)

    Bustamante, Miguel D [Departamento de Fisica, Facultad de Ciencias, Universidad de Chile, Casilla 653, Santiago, Chile (Chile); Hojman, Sergio A [Departamento de Fisica, Facultad de Ciencias, Universidad de Chile, Casilla 653, Santiago, Chile (Chile)

    2003-01-10

    In this paper, we consider the general setting for constructing action principles for three-dimensional first-order autonomous equations. We present the results for some integrable and non-integrable cases of the Lotka-Volterra equation, and show Lagrangian descriptions which are valid for systems satisfying Shil'nikov criteria on the existence of strange attractors, though chaotic behaviour has not been verified up to now. The Euler-Lagrange equations we get for these systems usually present 'time reparametrization' invariance, though other kinds of invariance may be found according to the kernel of the associated symplectic 2-form. The formulation of a Hamiltonian structure (Poisson brackets and Hamiltonians) for these systems from the Lagrangian viewpoint leads to a method of finding new constants of the motion starting from known ones, which is applied to some systems found in the literature known to possess a constant of the motion, to find the other and thus showing their integrability. In particular, we show that the so-called ABC system is completely integrable if it possesses one constant of the motion.